Quasi maximum likelihood estimation of vector multiplicative error model using the ECCC-GARCH representation (Q6581766)
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scientific article; zbMATH DE number 7890160
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi maximum likelihood estimation of vector multiplicative error model using the ECCC-GARCH representation |
scientific article; zbMATH DE number 7890160 |
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Quasi maximum likelihood estimation of vector multiplicative error model using the ECCC-GARCH representation (English)
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1 August 2024
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vector MEM
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QML
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HEAVY
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realized GARCH
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spillover effect
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