On the multivariate EGARCH model
Ten-Der Jane and Cherng G. Ding
| Year of publication: |
2009
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|---|---|
| Authors: | Jane, Ten-Der ; Ding, Cherng G. |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 16.2009, 16/18, p. 1757-1761
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| Subject: | Multivariate Analyse | Multivariate analysis | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003932399