A Weighted Linear Estimator of Multivariate ARCH Parameters (Q3015866)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Weighted Linear Estimator of Multivariate ARCH Parameters |
scientific article |
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A Weighted Linear Estimator of Multivariate ARCH Parameters (English)
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13 July 2011
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VaR
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weighted resampling
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0.9204813
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0.90974563
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0.90936923
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0.90252566
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0.9007927
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0.8876637
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0.8782465
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0.8777241
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