M-estimation in GARCH models /
Αποθηκεύτηκε σε:
| Κύριος συγγραφέας: | Mukherjee, Kanchan. |
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| Μορφή: | Άρθρο |
| Γλώσσα: | English |
| Θέματα: | |
| Ετικέτες: |
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| Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
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Παρόμοια τεκμήρια
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On the relation between the vec and bekk multivariate GARCH models : Notes and problems /
ανά: Stelzer, Robert. -
Estimation risk in GARCH VaR and ES estimates /
ανά: Gao, Feng. -
Adaptive density estimation for general ARCH models /
ανά: Comte, F. -
Ergodicity, mixing, and existence of moments of a class of markov models with applications to garch and acd models /
ανά: Meitz, Mika. - Generalized autoregressive conditional correlation /