Benefit of GARCH Multivariate Models: Application to the Energy Market
Madjda Amrani & Halim Zeghdoudi · Asian Journal of Probability and Statistics · 2021
This article presents the advantages of multivariate GARCH models. Multivariate GARCH models are identified as the best and flexible models in econometrics. Also, the interest of these models is to be able to examine and analyze the various relations which the various series main...
Open access
Research Article
10.9734/ajpas/2021/v13i430312