A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations (Q5392691)
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scientific article; zbMATH DE number 5877705
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations |
scientific article; zbMATH DE number 5877705 |
Statements
A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations (English)
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13 April 2011
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dynamic conditional correlations
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multivariate GARCH models
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tree-structured GARCH models
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