Showing 1 - 6 results of 6 for search 'Noureldin, D', query time: 0.03s Refine Results
  1. 1
    Essays on multivariate volatility and dependence models for financial time series

    Essays on multivariate volatility and dependence models for financial time series by Noureldin, D

    Published 2011
    Thesis
  2. 2
    Multivariate High-Frequency-Based Volatility (HEAVY) Models.

    Multivariate High-Frequency-Based Volatility (HEAVY) Models. by Noureldin, D, Shephard, N, Sheppard, K

    Published 2011
    Working paper
  3. 3
    Multivariate High-Frequency-Based Volatility (HEAVY) Models.

    Multivariate High-Frequency-Based Volatility (HEAVY) Models. by Noureldin, D, Shephard, N, Sheppard, K

    Published 2011
    Journal article
  4. 4
    Multivariate rotated ARCH models

    Multivariate rotated ARCH models by Noureldin, D, Shephard, N, Sheppard, K

    Published 2012
    Working paper
  5. 5
    Multivariate Rotated ARCH models.

    Multivariate Rotated ARCH models. by Shephard, N, Sheppard, K, Noureldin, D

    Published 2012
    Working paper
  6. 6
    Multivariate high-frequency-based volatility (HEAVY) models

    Multivariate high-frequency-based volatility (HEAVY) models by Noureldin, D, Shephard, N, Sheppard, K

    Published 2011
    Working paper

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