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Matrix exponential GARCH - MaRDI portal

Matrix exponential GARCH (Q278044)

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scientific article; zbMATH DE number 6575845
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English
Matrix exponential GARCH
scientific article; zbMATH DE number 6575845

    Statements

    title
    Matrix exponential GARCH (English)
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    author
    Hiroyuki Kawakatsu
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    publication date
    2 May 2016
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    zbMATH Keywords
    multivarate GARCH
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    matrix exponential
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    non-nested tests
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    cites work
    Q5689624
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    Q5661032
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    Q5633433
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    Q4493303
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    Q4852355
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    Q4231779
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    Identifiers

    zbMATH DE Number
    6575845
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    OpenAlex ID
    W2033559346
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