Multivariate GARCH models for large-scale applications: A survey (Q5116815)
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scientific article; zbMATH DE number 7236808
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate GARCH models for large-scale applications: A survey |
scientific article; zbMATH DE number 7236808 |
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Multivariate GARCH models for large-scale applications: A survey (English)
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18 August 2020
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multivariate GARCH
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comovement
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distribution
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time series
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volatility
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