Pages that link to "Item:Q1611369"
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The following pages link to Analytical score for multivariate GARCH models (Q1611369):
Displaying 9 items.
- Analytical quasi maximum likelihood inference in multivariate volatility models (Q61439) (← links)
- Feasible optimum Godambe scores for a semi-parametric GARCH time series (Q508110) (← links)
- Modelling asymmetric volatility dynamics by multivariate BL-GARCH models (Q1039975) (← links)
- Analytical derivates of the APARCH model (Q1768382) (← links)
- Estimation of SEM with GARCH errors (Q1927102) (← links)
- A Student-\(t\) full factor multivariate GARCH model (Q2655303) (← links)
- Artificial regression testing in the GARCH‐in‐mean model (Q3367406) (← links)
- Evidence for hedge fund predictability from a multivariate Student's<i>t</i>full-factor GARCH model (Q5127039) (← links)
- Surveillance of the covariance matrix of multivariate nonlinear time series (Q5317766) (← links)