BOOK-CHAPTER
Multivariate GARCH Modeling
Year: 2006 Pages: 481-518
Keywords:
Autoregressive conditional heteroskedasticity Heteroscedasticity Autoregressive model Univariate Multivariate statistics Series (stratigraphy) Autocorrelation Econometrics Vector autoregression Time series Moment (physics) Mathematics Computer science Statistics Volatility (finance)
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Topics
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
Grey System Theory Applications
Social Sciences → Decision Sciences → Management Science and Operations Research
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