## Abstract This paper surveys the most important developments in multivariate ARCHβtype modelling. It reviews the model specifications and inference methods, and identifies likely directions of future research. Copyright Β© 2006 John Wiley & Sons, Ltd.
Analytical Score for Multivariate GARCH Models
β Scribed by Riccardo Lucchetti
- Book ID
- 110332820
- Publisher
- Springer US
- Year
- 2002
- Tongue
- English
- Weight
- 88 KB
- Volume
- 19
- Category
- Article
- ISSN
- 1572-9974
No coin nor oath required. For personal study only.
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