M-estimation in GARCH models /
Đã lưu trong:
| Príomhúdar: | Mukherjee, Kanchan. |
|---|---|
| Formáid: | Bài viết |
| Teanga: | English |
| Ábhair: | |
| Clibeanna: |
Cuir Clib Leis
Gan Chlibeanna, Bí ar an gcéad duine leis an taifead seo a chlibeáil!
|
| Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
|---|
Míreanna Comhchosúla
-
On the relation between the vec and bekk multivariate GARCH models : Notes and problems /
le: Stelzer, Robert. -
Estimation risk in GARCH VaR and ES estimates /
le: Gao, Feng. -
Adaptive density estimation for general ARCH models /
le: Comte, F. -
Ergodicity, mixing, and existence of moments of a class of markov models with applications to garch and acd models /
le: Meitz, Mika. - Generalized autoregressive conditional correlation /