Analytical quasi maximum likelihood inference in multivariate volatility models
| Year of publication: |
2008
|
|---|---|
| Authors: | Hafner, Christian ; Herwartz, Helmut |
| Published in: |
Metrika. - Springer. - Vol. 67.2008, 2, p. 219-239
|
| Publisher: |
Springer |
| Subject: | Multivariate GARCH models | Quasi maximum likelihood |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005375986