Title of article
The impact of general non-parametric volatility functions in multivariate GARCH models
Author/Authors
Francesco Audrino، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
21
From page
3032
To page
3052
Keywords
Multivariate GARCH models , Asymmetric non-linear volatility , Functional gradient descent (FGD) estimation , Dynamic conditional correlations
Journal title
Computational Statistics and Data Analysis
Serial Year
2006
Journal title
Computational Statistics and Data Analysis
Record number
308066
Link To Document