Analytical score for multivariate GARCH models
type: Item
instance of: scholarly article
title: Analytical score for multivariate GARCH models
zbMATH Open document ID: 1005.91082
DOI: 10.1023/A:1015001204774
author: Riccardo Lucchetti
published in: Computational Economics
publication date: 2002-08-21T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 1785714
zbMATH Keywords: multivariate time series
zbMATH Keywords: conditional heteroskedasticity
zbMATH Keywords: maximum likelihood estimation
MaRDI profile type: Publication
full work available at URL: a:1015001204774
OpenAlex ID: W2146818833
description: scientific article; zbMATH DE number 1785714