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

Παρόμοια τεκμήρια

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