Local Scale Models: State Space Alternative to Integrated GARCH Processes.
Príomhchruthaitheoir: | Shephard, N |
---|---|
Formáid: | Journal article |
Teanga: | English |
Foilsithe / Cruthaithe: |
1994
|
Míreanna comhchosúla
-
Local scale models: state space alternative to integrated GARCH processes
de réir: Shephard, N
Foilsithe / Cruthaithe: (1994) -
Nuisance parameters, composite likelihoods and a panel of GARCH models
de réir: Shephard, N, et al.
Foilsithe / Cruthaithe: (2009) -
Nuisance parameters, composite likelihoods and a panel of GARCH models.
de réir: Pakel, C, et al.
Foilsithe / Cruthaithe: (2009) -
Nuisance parameters, composite likelihoods and a panel of GARCH models.
de réir: Pakel, C, et al.
Foilsithe / Cruthaithe: (2011) -
Comparing GARCH Models by Introducing Fuzzy Asymmetric Realized GARCH
de réir: Esmaiel Abounoori, et al.
Foilsithe / Cruthaithe: (2018-09-01)