Local Scale Models: State Space Alternative to Integrated GARCH Processes.

Slični predmeti

• Local scale models: state space alternative to integrated GARCH processes
  od: Shephard, N
  Izdano: (1994)
• Nuisance parameters, composite likelihoods and a panel of GARCH models
  od: Shephard, N, i dr.
  Izdano: (2009)
• Nuisance parameters, composite likelihoods and a panel of GARCH models.
  od: Pakel, C, i dr.
  Izdano: (2009)
• Nuisance parameters, composite likelihoods and a panel of GARCH models.
  od: Pakel, C, i dr.
  Izdano: (2011)
• Comparing GARCH Models by Introducing Fuzzy Asymmetric Realized GARCH
  od: Esmaiel Abounoori, i dr.
  Izdano: (2018-09-01)