Search Results - subject:"Multivariate GARCH"

Maranhão, André Nunes; Moreira, Guilherme Costa Chadud - In: Revista Brasileira de Finanças : RBFin 19 (2021) 4, pp. 28-85

Persistent link: https://www.econbiz.de/10012804845

Nugroho, Bayu Adi - In: Journal of Capital Markets Studies (JCMS) 5 (2021) 1, pp. 28-48

multivariate GARCH(1,1) with Student's-t-distribution. This research also constructed static optimization from the conventional MVP …

Persistent link: https://www.econbiz.de/10015327880

Nugroho, Bayu Adi - In: Journal of capital markets studies 5 (2021) 1, pp. 28-48

multivariate GARCH(1,1) with Student's-t-distribution. This research also constructed static optimization from the conventional MVP …

Persistent link: https://www.econbiz.de/10012624870

Hafner, Christian M.; Herwartz, Helmut - In: Economics letters 222 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014232851

Hansen, Anne Lundgaard - In: Journal of financial econometrics 21 (2023) 4, pp. 1196-1227

Persistent link: https://www.econbiz.de/10014391449

De Nard, Gianluca; Zhao, Zhao - In: Journal of empirical finance 72 (2023), pp. 23-35

Persistent link: https://www.econbiz.de/10014476795

Hafner, Christian M.; Herwartz, Helmut - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 298-308

Persistent link: https://www.econbiz.de/10014448140

Gonçalves, Sílvia; Hounyo, Ulrich; Patton, Andrew J.; … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 683-694

Persistent link: https://www.econbiz.de/10014448421

Surachai Chancharat; Parichat Sinlapates - In: Finance research letters 57 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014526667

Hafner, Christian M.; Herwartz, Helmut - In: Finance research letters 57 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014513333

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