Open Journal of Statistics

Vol.5 No.7(2015), Paper ID 62414, 7 pages

DOI:10.4236/ojs.2015.57083

 

Semiparametric Estimation of Multivariate GARCH Models

 

Claudio Morana

 

Department of Economics, Management and Statistics, University of Milan-Bicocca, Milan, Italy
Center for Research on Pensions and Welfare Policies, Collegio Carlo Alberto, Moncalieri, Italy
Rimini Center for Economic Analysis, Rimini, Italy

 

Copyright © 2015 Claudio Morana et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Morana, C. (2015) Semiparametric Estimation of Multivariate GARCH Models. Open Journal of Statistics, 5, 852-858. doi: 10.4236/ojs.2015.57083.

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