2

BL-GARCH models and asymmetries in volatility

Year:
2003
Language:
english
File:
PDF, 1.03 MB
english, 2003
4

Bootstrap inference in local polynomial regression of time series

Year:
2007
Language:
english
File:
PDF, 482 KB
english, 2007
6

Expressivity in the κ Family

Year:
2008
Language:
english
File:
PDF, 330 KB
english, 2008
7

The moments of SETARMA models

Year:
2006
Language:
english
File:
PDF, 1.14 MB
english, 2006
16

Likelihood inference in BL-GARCH models

Year:
2003
Language:
english
File:
PDF, 890 KB
english, 2003
17

Threshold Vector Arma Models

Year:
2015
Language:
english
File:
PDF, 554 KB
english, 2015