Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Subject "Multivariate models"
Now showing items 1-1 of 1
-
Article
Inference for Some Multivariate ARCH and GARCH Models
(2003)Multivariate time-varying volatility models have attracted a lot of attention in modern finance theory. We provide an empirical study of some multivariate ARCH and GARCH models that already exist in the literature and have ...