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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Computational Econom...arrow_drop_down
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Computational Economics
Article . 2009 . Peer-reviewed
License: Springer TDM
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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 2010
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SSRN Electronic Journal
Article . 2008 . Peer-reviewed
Data sources: Crossref
https://dx.doi.org/10.1007/s10...
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https://dx.doi.org/10.2139/ssr...
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A Student-T Full Factor Multivariate GARCH Model

A Student-\(t\) full factor multivariate GARCH model
descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 2008 English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068, Copyright policy )
Authors: Diamantopoulos, K.; Vrontos, I. D.;

doi: 10.2139/ssrn.1124400 , 10.1007/s10614-009-9179-1

A Student-T Full Factor Multivariate GARCH Model

Abstract

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Keywords

Time series, auto-correlation, regression, etc. in statistics (GARCH), fat tails, autoregressive conditional heteroscedasticity, Student-\(t\) distribution, Point estimation, maximum likelihood estimation, Statistical methods; risk measures

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    popularity
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    influence
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
10
Average
Average
Average
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