1

ON THE RELATION BETWEEN THE VEC AND BEKK MULTIVARIATE GARCH MODELS

Year:
2008
Language:
english
File:
PDF, 76 KB
english, 2008
2

ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY

Year:
2009
Language:
english
File:
PDF, 150 KB
english, 2009
6

Target Date Funds: Marketing or Finance?

Year:
2015
Language:
english
File:
PDF, 422 KB
english, 2015
8

Infinitely divisible multivariate and matrix Gamma distributions

Year:
2014
Language:
english
File:
PDF, 315 KB
english, 2014
15

Multivariate Markov-switching ARMA processes with regularly varying noise

Year:
2008
Language:
english
File:
PDF, 267 KB
english, 2008
17

On the Relation between the Vec and BEKK Multivariate GARCH Models

Year:
2008
Language:
english
File:
PDF, 654 KB
english, 2008
34

On Markov-Switching ARMA Processes-Stationarity, Existence of Moments, and Geometric Ergodicity

Year:
2009
Language:
english
File:
PDF, 1.84 MB
english, 2009
39

Multivariate CARMA processes

Year:
2007
Language:
english
File:
PDF, 421 KB
english, 2007
48

Yearlong Impact of Buried Organic Carbon on Nitrate Retention in Stream Sediments

Year:
2015
Language:
english
File:
PDF, 571 KB
english, 2015