An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns (Q2374397)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns |
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An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns (English)
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15 December 2016
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exponential GARCH
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multivariate log-GARCH-X
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VARMA-X
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equation-by-equation estimation (EBEE)
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least squares
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