Adaptive density estimation for general ARCH models /

समान संसाधन

• M-estimation in GARCH models /
  द्वारा: Mukherjee, Kanchan.
• On the relation between the vec and bekk multivariate GARCH models : Notes and problems /
  द्वारा: Stelzer, Robert.
• Estimation risk in GARCH VaR and ES estimates /
  द्वारा: Gao, Feng.
• Ergodicity, mixing, and existence of moments of a class of markov models with applications to garch and acd models /
  द्वारा: Meitz, Mika.
• Generalized autoregressive conditional correlation /