Asymmetric multivariate normal mixture GARCH
type: Item
instance of: scholarly article
title: Asymmetric multivariate normal mixture GARCH
zbMATH Open document ID: 1453.62101
author: Markus Haas
author: Stefan Mittnik
author: Marc S. Paolella
published in: Computational Statistics and Data Analysis
publication date: 2010-03-30T00:00:00Z
full work available at URL: 08 07.pdf
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 5687916
describes a project that uses: RiskMetrics
MaRDI profile type: Publication
OpenAlex ID: W2125420460
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DOI: 10.1016/J.CSDA.2007.12.018
description: scientific article; zbMATH DE number 5687916