Multivariate Asymmetric GARCH Model with Dynamic Correlation Matrix

Finance: Theory and Practice
Finansy: teoriâ i praktika

ISSN 2587-5671 (Print)
ISSN 2587-7089 (Online)

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Finance: Theory and Practice

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Trifonov J.S., Potanin B.S. Multivariate Asymmetric GARCH Model with Dynamic Correlation Matrix. Finance: Theory and Practice. 2022;26(2):204-218. https://doi.org/10.26794/2587-5671-2022-26-2-204-218

Views PDF (Rus): 1282
Views PDF (Eng): 313

ISSN 2587-5671 (Print)
ISSN 2587-7089 (Online)

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