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Robust M-estimation of multivariate GARCH models - MaRDI portal

Robust M-estimation of multivariate GARCH models (Q2445701)

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Robust M-estimation of multivariate GARCH models
scientific article

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    title
    Robust M-estimation of multivariate GARCH models (English)
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    author
    Christophe Croux
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    Leopoldo Catania
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    publication date
    14 April 2014
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    Identifiers

    zbMATH DE Number
    6284755
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    OpenAlex ID
    W2080859637
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