Matrix-variate time series data are largely available in applications. However, no attempt has been made to study their conditional heteroskedasticity that is often observed in economic and financi...

中文翻译：

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矩阵 GARCH 模型：推理和应用*


矩阵变量时间序列数据在应用程序中大部分可用。然而，还没有尝试研究它们在经济和金融中经常观察到的条件异方差性。