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ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL - MaRDI portal

ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Q4561954)

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scientific article; zbMATH DE number 6993481
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ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
scientific article; zbMATH DE number 6993481

    Statements

    title
    ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (English)
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    author
    Shiqing Ling
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    Michael McAleer
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    publication date
    14 December 2018
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    cites work
    Q4170123
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    Q5545069
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    Q4360236
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    Q4290503
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    Q4852355
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    Q3780320
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    Q4084474
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    Q3813021
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M10
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    62E20
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    62F12
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    zbMATH DE Number
    6993481
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    OpenAlex ID
    W2143053136
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