Xie, Pengfei; Ye, Jimin; Wang, Junyuan Volatility estimation of multivariate ARMA-GARCH model. (English) Zbl 07266784 J. Harbin Inst. Technol. (N.S.) 27, No. 1, 36-43 (2020). MSC: 91B84 91G70 PDF BibTeX XML Cite \textit{P. Xie} et al., J. Harbin Inst. Technol. (N.S.) 27, No. 1, 36--43 (2020; Zbl 07266784) Full Text: DOI
Xie, Pengfei; Ye, Jimin; Wang, Junyuan Multivariate volatility estimation of SVAR-GARCH model. (Chinese. English summary) Zbl 1449.62275 J. Jilin Univ., Sci. 57, No. 6, 1391-1399 (2019). MSC: 62P20 62H12 62M10 62H25 PDF BibTeX XML Cite \textit{P. Xie} et al., J. Jilin Univ., Sci. 57, No. 6, 1391--1399 (2019; Zbl 1449.62275) Full Text: DOI