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subject:"Estimation"
subject:"Stochastic process"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Silvennoinen, Annastiina"
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CREATES research paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
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Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
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2022
Persistent link: https://www.econbiz.de/10012816369
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Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
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Silvennoinen, Annastiina
; …
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2021
Persistent link: https://www.econbiz.de/10012815962
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