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Q5121462 - MaRDI portal

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scientific article; zbMATH DE number 7246953
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English
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scientific article; zbMATH DE number 7246953

    Statements

    author
    Chakorn Praprom
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    Songsak Sriboonchitta
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    publication date
    14 September 2020
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    zbMATH Keywords
    MPI
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    imports
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    ARMA-GARCH
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    copula
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    dependence structure
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    volatility mappings
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    91B84
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    62B10
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    62H05
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    62M10
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    zbMATH DE Number
    7246953
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