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

Ижил төстэй зүйлс

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