Asymptotics of Cholesky GARCH models and time-varying conditional betas (Q1753058)
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scientific article; zbMATH DE number 6873124
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of Cholesky GARCH models and time-varying conditional betas |
scientific article; zbMATH DE number 6873124 |
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Asymptotics of Cholesky GARCH models and time-varying conditional betas (English)
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25 May 2018
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multivariate-GARCH
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conditional betas
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covariance
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