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
Keywords :
Multivariate GARCH models , Asymmetric non-linear volatility , Dynamic conditional correlations , Functional gradient descent (FGD) estimation
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
