Asymptotics of Cholesky GARCH models and time-varying conditional betas
type: Item
instance of: scholarly article
title: Asymptotics of Cholesky GARCH models and time-varying conditional betas
zbMATH Open document ID: 1452.62626
author: Serge Darolles
author: C. Francq
author: Sébastien Laurent
published in: Journal of Econometrics
publication date: 2018-05-25T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6873124
zbMATH Keywords: multivariate-GARCH
zbMATH Keywords: conditional betas
zbMATH Keywords: covariance
describes a project that uses: Ox
MaRDI profile type: Publication
full work available at URL: j.jeconom.2018.02.003
OpenAlex ID: W2784800853
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Wikidata QID: Q130162622
DOI: 10.1016/J.JECONOM.2018.02.003
description: scientific article; zbMATH DE number 6873124