𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Inference for 2-D GARCH models

✍ Scribed by Kharfouchi, Soumia


Book ID
122743541
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
411 KB
Volume
92
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Inference for some multivariate ARCH and
✍ I. D. Vrontos; P. Dellaportas; D. N. Politis πŸ“‚ Article πŸ“… 2003 πŸ› John Wiley and Sons 🌐 English βš– 204 KB

## Abstract Multivariate time‐varying volatility models have attracted a lot of attention in modern finance theory. We provide an empirical study of some multivariate ARCH and GARCH models that already exist in the literature and have attracted a lot of practical interest. Bayesian and classical te