scientific article; zbMATH DE number 1222303

zbMATH Open0912.62113MaRDI QIDQ4217813

Victor K. Ng, Kenneth F. Kroner

Publication date: 8 March 1999

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

multivariate GARCHmoment testvolatility spilloversstock return volatilitydynamic covariances

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS

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