Local Scale Models: State Space Alternative to Integrated GARCH Processes.
Glavni autor: | Shephard, N |
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Format: | Journal article |
Jezik: | English |
Izdano: |
1994
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Slični predmeti
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Local scale models: state space alternative to integrated GARCH processes
od: Shephard, N
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Nuisance parameters, composite likelihoods and a panel of GARCH models.
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Nuisance parameters, composite likelihoods and a panel of GARCH models.
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Comparing GARCH Models by Introducing Fuzzy Asymmetric Realized GARCH
od: Esmaiel Abounoori, i dr.
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