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person:"Rombouts, Jeroen V. K."
~person:"Ma, Feng"
~subject:"Estimation"
~type_genre:"Working Paper"
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Rombouts, Jeroen V. K.
Ma, Feng
McAleer, Michael
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Consistent ranking of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2009
Persistent link: https://www.econbiz.de/10003850918
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2
Mixed exponential power asymmetric conditional heteroskedasticity
Bouaddi, Mohammed
(
contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003646288
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3
Mixed exponential power asymmetric conditional heteroskedasticity
Bouaddi, Mohammed
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003628635
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