JASA Nov 22, 2024

Matrix GARCH Model: Inference and Application

Authors
Cheng Yu Dong Li Feiyu Jiang Ke Zhu
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Paper Information
  • Journal:
    Journal of the American Statistical Association
  • DOI:
    10.1080/01621459.2024.2415719
  • Published:
    November 22, 2024
  • Added to Tracker:
    Jul 30, 2025
Author Details
Cheng Yu
Author
Dong Li
Author
Feiyu Jiang
Author
Ke Zhu
Author
Citation Information
APA Format
Cheng Yu , Dong Li , Feiyu Jiang & Ke Zhu (2024) . Matrix GARCH Model: Inference and Application. Journal of the American Statistical Association , 10.1080/01621459.2024.2415719.
BibTeX Format
@article{paper411,
  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 },
  year = { 2024 },
  doi = { 10.1080/01621459.2024.2415719 },
  url = { https://www.tandfonline.com/doi/full/10.1080/01621459.2024.2415719 }
}
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