Search Results - "multivariate GARCH"

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    The Theory of Storage and Price Dynamics of Agricultural Commodity Futures: the Case of Corn and Wheat by Benavides Perales, Guillermo

    Published 2010
    Subjects: “…multivariate GARCH…”
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    Modelación de las dinámicas, volatilidades e interrelaciones de los rendimientos del petróleo mexicano, BRENT y WTI by Ruiz-Porras, Antonio, Anguiano-Pita, Javier Emmanuel

    Published 2016
    Subjects: “…Multivariate GARCH models…”
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