13

ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS

Year:
2007
Language:
english
File:
PDF, 184 KB
english, 2007
15

On the Parametrization of Multivariate GARCH Models

Year:
2007
Language:
english
File:
PDF, 1.93 MB
english, 2007
19

DATA DRIVEN LOCAL COORDINATES: SOME NEW TOPOLOGICAL AND GEOMETRICAL RESULTS

Year:
2002
Language:
english
File:
PDF, 1.20 MB
english, 2002
21

The State-Space Error Correction Model: Simulations and Applications

Year:
2014
Language:
english
File:
PDF, 581 KB
english, 2014