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Doctoral thesis . 2015
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Inference and testing in multivariate GARCH models

descriptionPublicationkeyboard_double_arrow_right Doctoral thesis 01 Jan 2015 English Publisher:Copenhagen: University of Copenhagen, Department of Economics
Authors: Pedersen, Rasmus Søndergaard;

handle: 10419/233440

Inference and testing in multivariate GARCH models

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Keywords

Finanzmarktökonometrie, ddc:330, ARCH-Modell, Schätztheorie, Modellierung, Varianzanalyse

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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!
0
Average
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