Generalized autoregressive conditional correlation /
保存先:
| その他の著者: | Chan, Felix., Hoti, Suhejla., Lieberman, Offer., McAleer, Michael. |
|---|---|
| フォーマット: | 論文 |
| 言語: | English |
| 主題: | |
| タグ: |
タグ追加
タグなし, このレコードへの初めてのタグを付けませんか!
|
| Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
|---|
類似資料
-
Near-integrated random coefficient autoregressive time series /
著者:: Aue, Alexander. -
Adaptive density estimation for general ARCH models /
著者:: Comte, F. -
On the relation between the vec and bekk multivariate GARCH models : Notes and problems /
著者:: Stelzer, Robert. -
M-estimation in GARCH models /
著者:: Mukherjee, Kanchan. -
Ergodicity, mixing, and existence of moments of a class of markov models with applications to garch and acd models /
著者:: Meitz, Mika.