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Publication:2993358
zbMath1349.62431MaRDI QIDQ2993358
Xiaoguang Wang, Qianshu Wei, Lixin Song
Publication date: 10 August 2016
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
dynamic conditional correlationexogenous variablesAsian stock marketmultivariate conditional heteroscedastic modeltwo-step maximum likelihood estimation
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10)
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