JASA
Matrix GARCH Model: Inference and Application
Authors
Cheng Yu
Dong Li
Feiyu Jiang
Ke Zhu
Paper Information
-
Journal:
Journal of the American Statistical Association -
Added to Tracker:
Jul 16, 2025
Author Details
Cheng Yu
AuthorDong Li
AuthorFeiyu Jiang
AuthorKe Zhu
AuthorCitation Information
APA Format
Cheng Yu
,
Dong Li
,
Feiyu Jiang
&
Ke Zhu
.
Matrix GARCH Model: Inference and Application.
Journal of the American Statistical Association
.
BibTeX Format
@article{paper381,
title = { Matrix GARCH Model: Inference and Application },
author = {
Cheng Yu
and Dong Li
and Feiyu Jiang
and Ke Zhu
},
journal = { Journal of the American Statistical Association },
url = { https://www.tandfonline.com/doi/full/10.1080/01621459.2024.2415719 }
}