Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Multi-variate stochastic volatility modelling using Wishart autoregressive processes - MaRDI portal

Multi-variate stochastic volatility modelling using Wishart autoregressive processes (Q2930900)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Multi-variate stochastic volatility modelling using Wishart autoregressive processes
scientific article

    Statements

    title
    Multi-variate stochastic volatility modelling using Wishart autoregressive processes (English)
    0 references
    publication date
    20 November 2014
    0 references
    zbMATH Keywords
    multi-variate volatility
    0 references
    Wishart process
    0 references
    financial time series
    0 references
    covariance
    0 references
    Bayesian forecasting
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62M10
    0 references
    91G70
    0 references
    91B84
    0 references
    62F15
    0 references
    62H12
    0 references
    62P05
    0 references
    zbMATH DE Number
    6371628
    0 references
    OpenAlex ID
    W1792120675
    0 references
    arXiv ID
    1311.0530
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2930900&oldid=35423776"
    Powered by MediaWiki