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~isPartOf:"Computing in Economics and Finance 2002"
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Asymmetric ACD models: Introdu...
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Multivariate GARCH models
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Computing in Economics and Finance 2002
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Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models
Giot, Pierre
;
Laurent, Sébastien
-
Society for Computational Economics - SCE
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2002
Persistent link: https://www.econbiz.de/10005706602
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A New Class of Multivariate skew Densities, with Application to GARCH Models
Bauwens, Luc
;
Laurent, Sébastien
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005537684
Saved in:
3
Adaptive Polar Sampling
Bauwens, Luc
;
Bos, Charles S.
;
Dijk, Herman K. van
; …
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Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005706627
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