A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations (Q6666826)
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scientific article; zbMATH DE number 7970886
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations |
scientific article; zbMATH DE number 7970886 |
Statements
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations (English)
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20 January 2025
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