Vector time series data are widely met in practice. In this paper we propose a multivariate functional-coefficient regression model with heteroscedasticity for modelling such data. A local linear ...

Discover how multivariate models use multiple variables for investment forecasting, risk analysis, and decision-making in finance. Ideal for portfolio management.

This is a preview. Log in through your library . Abstract Multivariate iterative procedures, based on the use of multivariate rational Hermite interpolants, are introduced for the solution of systems ...