Local Scale Models: State Space Alternative to Integrated GARCH Processes.
Egile nagusia: | Shephard, N |
---|---|
Formatua: | Journal article |
Hizkuntza: | English |
Argitaratua: |
1994
|
Antzeko izenburuak
-
Local scale models: state space alternative to integrated GARCH processes
nork: Shephard, N
Argitaratua: (1994) -
Nuisance parameters, composite likelihoods and a panel of GARCH models
nork: Shephard, N, et al.
Argitaratua: (2009) -
Nuisance parameters, composite likelihoods and a panel of GARCH models.
nork: Pakel, C, et al.
Argitaratua: (2009) -
Nuisance parameters, composite likelihoods and a panel of GARCH models.
nork: Pakel, C, et al.
Argitaratua: (2011) -
Comparing GARCH Models by Introducing Fuzzy Asymmetric Realized GARCH
nork: Esmaiel Abounoori, et al.
Argitaratua: (2018-09-01)