SVAR-<span id="__kindeditor_bookmark_start_4__"></span>GARCH模型的多元波动率估计

SVAR-GARCH模型的多元波动率估计

谢鹏飞, 冶继民, 王俊元

Multivariate Volatility Estimation of SVARGARCH Model

XIE Pengfei, YE Jimin, WANG Junyuan

吉林大学学报(理学版) . 2019, (06): 1391 -1399 .