On the relation between the vec and bekk multivariate GARCH models : Notes and problems /

Lignende værker

• M-estimation in GARCH models /
  af: Mukherjee, Kanchan.
• Estimation risk in GARCH VaR and ES estimates /
  af: Gao, Feng.
• Ergodicity, mixing, and existence of moments of a class of markov models with applications to garch and acd models /
  af: Meitz, Mika.
• Adaptive density estimation for general ARCH models /
  af: Comte, F.
• The stable relationship between crude oil price and petrol price: Evidence from multivariate GARCH models
  af: Nguyễn, Văn Tuấn
  Udgivet: (2022)