Fundraising September 15, 2024 – October 1, 2024 About fundraising
13

Skew-Normal Mixture and Markov-Switching GARCH Processes

Year:
2010
Language:
english
File:
PDF, 856 KB
english, 2010
25

Stable Mixture GARCH Models

Year:
2011
Language:
english
File:
PDF, 1.25 MB
english, 2011
37

Value-at-Risk via mixture distributions reconsidered

Year:
2009
Language:
english
File:
PDF, 583 KB
english, 2009
38

Asymmetric multivariate normal mixture GARCH

Year:
2009
Language:
english
File:
PDF, 2.22 MB
english, 2009
41

The autocorrelation structure of the Markov-switching asymmetric power GARCH process

Year:
2008
Language:
english
File:
PDF, 540 KB
english, 2008