Estimation of C-MGARCH models based on the MBP method (Q1950684)
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scientific article; zbMATH DE number 6162722
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of C-MGARCH models based on the MBP method |
scientific article; zbMATH DE number 6162722 |
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Estimation of C-MGARCH models based on the MBP method (English)
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13 May 2013
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MGARCH models
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copula
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MBP
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MMBP
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0.7466697692871094
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0.7342146039009094
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0.721619725227356
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0.7096661925315857
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0.6955811381340027
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