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

Схожие документы

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