The following pages link to (Q3307800):
Displaying 3 items.
- Efficient estimation of a multivariate multiplicative volatility model (Q736688) (← links)
- Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis (Q2175635) (← links)
- Two Cholesky-log-GARCH models for multivariate volatilities (Q4971416) (← links)