Copula-MGARCH with continuous covariance decomposition (Q529780)
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scientific article; zbMATH DE number 6728384
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Copula-MGARCH with continuous covariance decomposition |
scientific article; zbMATH DE number 6728384 |
Statements
Copula-MGARCH with continuous covariance decomposition (English)
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9 June 2017
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copula
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MGARCH
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covariance decomposition
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value-at-risk
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