Work

Volatility Estimation of Multivariate ARMA-GARCH Model

Year: 2020

Type: article

DOI: 10.11916/j.issn.1005-9113.18077

Authors: Pengfei Xie, Jimin Ye, Junyuan Wang

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3015012389

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Related to: 20