Showing 1 - 2 results of 2 for search '"multivariate generalized autoregressive conditional heteroskedasticity"', query time: 3.06s Refine Results
  1. 1
    Market Interactions in Gold and Stock Markets: Evidences from Saudi Arabia
    by E.M. Afsal, Mohammad Imdadul Haque
    Published 2016-05-01
    Subjects: “...multivariate generalized autoregressive conditional heteroskedasticity...”
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    Article
  2. 2
    Estimation of Volatility and Correlation with Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models: An Application to Moroccan Stock Markets
    by Yassine Belasri, Rachid Ellaia
    Published 2017-06-01
    Subjects: “...multivariate generalized autoregressive conditional heteroskedasticity...”
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    Article
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