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"Multivariate GARCH estimation via a Bregman-proximal trust-region method."

Stéphane Chrétien, Juan-Pablo Ortega (2014)

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DOI: 10.1016/J.CSDA.2012.10.020

access: closed

type: Journal Article

metadata version: 2020-02-18

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Stéphane Chrétien, Juan-Pablo Ortega:
Multivariate GARCH estimation via a Bregman-proximal trust-region method. Comput. Stat. Data Anal. 76: 210-236 (2014)

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