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Alternative sampling methods for estimating multivariate normal probabilities
Sándor, Zsolt (contributor); András, Péter (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783531
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Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
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Inverse correspondence analysis
Groenen, Patrick J. F. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702552
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Common large innovations across nonlinear time series
Paap, Richard (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001678726
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Temporal aggregation of multivariate GARCH processes
Hafner, Christian M. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
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Multidimensional scaling
Groenen, Patrick J. F. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055664
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Semiparametric multivariate volatility models
Hafner, Christian M. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056036
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SymScal : symbolic multidimensional scaling of interval dissimilarities
Groenen, Patrick J. F.; Winsberg, S.; Rodríguez, Oldemar; … - 2005
Persistent link: https://www.econbiz.de/10002762363
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Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano; McAleer, Michael - 2012 - Rev.
Persistent link: https://www.econbiz.de/10009619553
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Discussion of "principal volatility component analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael - 2014
Persistent link: https://www.econbiz.de/10010359780