Modeling RCOV matrices with a generalized threshold conditional autoregressive Wishart model (Q6096701)
From MaRDI portal
scientific article; zbMATH DE number 7737973
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling RCOV matrices with a generalized threshold conditional autoregressive Wishart model |
scientific article; zbMATH DE number 7737973 |
Statements
Modeling RCOV matrices with a generalized threshold conditional autoregressive Wishart model (English)
0 references
15 September 2023
0 references
GTCAW
0 references
RCOV matrices
0 references
threshold
0 references
volatility
0 references
Wishart
0 references
