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YÖK Açık Bilim - CoHE Open Science
Master thesis . 2020
License: CC BY
Data sources: YÖK Açık Bilim - CoHE Open Science
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Bilkent University Institutional Repository
Thesis . 2016
Data sources: Bilkent University Institutional Repository
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A survey of multivariate GARCH models

descriptionPublicationkeyboard_double_arrow_right Master thesis , Thesis 08 Jan 2016 Turkey English Publisher:Sosyal Bilimler Enstitüsü
Authors: Taş, Mustafa Anıl;

handle: 11693/14799

A survey of multivariate GARCH models

Abstract

This paper reviews the recent developments in the multivariate GARCH literature. Most common multivariate GARCH models and their properties are briefly presented.

Cataloged from PDF version of article.

Includes bibliographical refences.

Taş, Mustafa Anıl

Country
Turkey
Related Organizations
Keywords

HB141 .T37 2008, Economics, Volatility, Multivariate GARCH, Ekonometri, Econometrics, Ekonomi, Econometric models, Multivariate time series, Econometric models., Price movement

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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
Average
Average
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