Cover Image

Dynamic conditional eigenvalue GARCH

Simon Hetland, Rasmus Søndergaard Pedersen & Anders Rahbek
Year of publication:
[2019]
Authors: Hetland, Simon Thinggaard ; Pedersen, Rasmus Søndergaard ; Rahbek, Anders
Publisher: Copenhagen, Denmark : Department of Economics, University of Copenhagen
Subject: Multivariate GARCH | GO-GARCH | Reduced Rank | Asymptotic Theory | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis
freely available
Full text |
econpapers.repec.org
Check Google Scholar
In German libraries (KVK)
I need help

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10012319208
Similar items by subject
Similar items by person