Adaptive density estimation for general ARCH models /

Benzer Materyaller

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