BOOK-CHAPTER
Multivariate GARCH Modeling
Keywords:
Heteroscedasticity Autoregressive model Autoregressive conditional heteroskedasticity Univariate Series (stratigraphy) Multivariate statistics Econometrics Autocorrelation Mathematics Time series Statistics Moment (physics) Vector autoregression STAR model Applied mathematics Autoregressive integrated moving average Volatility (finance)
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Topics
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
Market Dynamics and Volatility
Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics
Complex Systems and Time Series Analysis
Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics
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