Dynamic conditional eigenvalue GARCH
Simon Hetland, Rasmus Søndergaard Pedersen, Anders Rahbek
| Year of publication: |
2023
|
|---|---|
| Authors: | Hetland, Simon Thinggaard ; Pedersen, Rasmus Søndergaard ; Rahbek, Anders |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 237.2023, 2,2, p. 1-21
|
| Subject: | Asymptotic theory | GO-GARCH | Multivariate GARCH | Reduced rank | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.09.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471517