Pages that link to "Item:Q391807"
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The following pages link to A closed-form estimator for the multivariate GARCH(1,1) model (Q391807):
Displaying 7 items.
- Temporal aggregation of multivariate GARCH processes (Q290974) (← links)
- Method of moments estimation of GO-GARCH models (Q737949) (← links)
- Analytical score for multivariate GARCH models (Q1611369) (← links)
- Multivariate GARCH estimation via a Bregman-proximal trust-region method (Q1623522) (← links)
- Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
- Feasible generalized least squares estimation of multivariate GARCH(1,1) models (Q2015062) (← links)
- Moment‐based estimation for the multivariate COGARCH(1,1) process (Q5043775) (← links)