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Search: subject:"matrix exponential"
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matrix exponential
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Asai, Manabu
12
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11
Lee, Lung-fei
6
Han, Xiaoyi
4
Chang, Chia-Lin
3
Yang, Ye
3
Doğan, Osman
2
Fischer, Manfred M.
2
Piribauer, Philipp
2
Pistorius, M.
2
Taṣpınar, Süleyman
2
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1
Avram, F.
1
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1
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1
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1
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1
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1
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1
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1
Chaudhry, M. L.
1
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1
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Fusai, Gianluca
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1
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1
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Centro di Ricerca Interdipartimentale in Sviluppo Economico e Istituzioni (CRISEI), Università degli Studi di Napoli - "Parthenope"
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1
Department of Economics and Finance, College of Business and Economics
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Institute of Economic Research, Kyoto University
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3
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3
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Econometric reviews
2
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2
Regional Science and Urban Economics
2
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1
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1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of Geographical Systems
1
Journal of time series econometrics
1
KIER Working Papers
1
Operations research
1
Opsearch : journal of the Operational Research Society of India
1
STICERD - Econometrics Paper Series
1
Statistical Inference for Stochastic Processes
1
The Journal of Transport and Land Use
1
The econometrics journal
1
The journal of computational finance
1
Top : an official journal of the Spanish Society of Statistics and Operations Research
1
Working Papers / Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel)
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ECONIS (ZBW)
24
RePEc
17
EconStor
2
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date (oldest first)
1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S.
-
2021
Persistent link: https://www.econbiz.de/10012940057
Saved in:
3
Α new mixed δ-shock model with a change in shock distribution
Chadjiconstantinidis, Stathis
;
Tuncel, Altan
;
Eryilmaz, …
- In:
Top : an official journal of the Spanish Society of …
31
(
2023
)
3
,
pp. 491-509
Persistent link: https://www.econbiz.de/10014384704
Saved in:
4
Unified M-estimation of
matrix
exponential
spatial dynamic panel specification
Yang, Ye
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 729-748
Persistent link: https://www.econbiz.de/10013364904
Saved in:
5
Model selection and model averaging for
matrix
exponential
spatial models
Yang, Ye
;
Doğan, Osman
;
Taṣpınar, Süleyman
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 827-858
Persistent link: https://www.econbiz.de/10013364910
Saved in:
6
Technical note: on
matrix
exponential
differentiation with application to weighted sum distributions
Das, Milan Kumar
;
Tsai, Henghsiu
;
Kyriakou, Ioannis
; …
- In:
Operations research
70
(
2022
)
4
,
pp. 1984-1995
Persistent link: https://www.econbiz.de/10013366400
Saved in:
7
Multivariate
matrix-exponential
affine mixtures and their applications in risk theory
Cheung, Eric C. K.
;
Peralta, Oscar
;
Woo, Jae-Kyung
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 364-389
Persistent link: https://www.econbiz.de/10013380617
Saved in:
8
Realized
matrix-exponential
stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
9
Bayesian analysis of realized
matrix-exponential
GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
10
Bayesian Analysis of Realized
Matrix-Exponential
GARCH Models
Asai, Manabu
;
McAleer, Michael
-
2018
The paper develops a new realized
matrix-exponential
GARCH (MEGARCH) model, which uses the information of returns and …
Persistent link: https://www.econbiz.de/10011819520
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