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subject:"arch"
(4,292 results)
1
Multivariate Rotated ARCH Models
Noureldin, Diaa
;
Shephard, Neil
;
Sheppard, Kevin
-
Economics Group, Nuffield College, University of Oxford
-
2012
targeting, even with rich dynamics. We call them rotated ARCH (
RARCH
) models. The basic structure is to rotate the returns and …
Persistent link: https://www.econbiz.de/10010823417
Saved in:
2
Multivariate Rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil
;
Sheppard, Kevin
-
Department of Economics, Oxford University
-
2012
targeting, even with rich dynamics. We call them rotated ARCH (
RARCH
) models. The basic structure is to rotate the returns and …
Persistent link: https://www.econbiz.de/10009650771
Saved in:
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