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

Lignende værker

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