1

Multivariate Garch Models: A Survey

Year:
2006
Language:
english
File:
PDF, 3.91 MB
english, 2006
2

Theory and inference for a Markov switching GARCH model

Year:
2010
Language:
english
File:
PDF, 488 KB
english, 2010
5

Multivariate GARCH models: a survey

Year:
2006
Language:
english
File:
PDF, 246 KB
english, 2006
9

Multivariate GARCH Models: A Survey

Year:
2003
Language:
english
File:
PDF, 302 KB
english, 2003
11

On marginal likelihood computation in change-point models

Year:
2012
Language:
english
File:
PDF, 336 KB
english, 2012