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subject:"Exchange rate"
subject:"United Kingdom"
~subject:"ARCH model"
~type_genre:"Konferenzbeitrag"
~type_genre:"Systematic review"
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Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
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2
Value-at-Risk dynamics : a copula-VAR approach
De Luca, Giovanni
;
Rivieccio, Giorgia
;
Corsaro, Stefania
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 223-237
Persistent link: https://www.econbiz.de/10012207202
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3
Estimation of correlation between latent processes
Kimura, Akitoshi
;
Yoshida, Nakahiro
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 131-146)
.
2016
Persistent link: https://www.econbiz.de/10011800345
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4
Recent developments in modelling nonstationary vector autoregressions
Mills, Terence C.
- In:
Journal of economic surveys
12
(
1998
)
3
,
pp. 279-312
Persistent link: https://www.econbiz.de/10001244882
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