Pages that link to "Item:Q1927102"
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The following pages link to Estimation of SEM with GARCH errors (Q1927102):
Displaying 4 items.
- Analytical score for multivariate GARCH models (Q1611369) (← links)
- Feasible generalized least squares estimation of multivariate GARCH(1,1) models (Q2015062) (← links)
- An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns (Q2374397) (← links)
- Large-scale volatility models: theoretical properties of professionals’ practice (Q3552839) (← links)