Estimation of multivariate asymmetric power GARCH models (Q2079614)
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scientific article; zbMATH DE number 7595176
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of multivariate asymmetric power GARCH models |
scientific article; zbMATH DE number 7595176 |
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Estimation of multivariate asymmetric power GARCH models (English)
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30 September 2022
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constant conditional correlation
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multivariate asymmetric power GARCH models
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quasi-maximum likelihood
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threshold models
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