Narrow search
Showing 1 - 4 of 4
Cover Image
A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David; Salanié, Bernard - In: Econometric theory 20 (2004) 4, pp. 701-734
Persistent link: https://www.econbiz.de/10002163077
Cover Image
On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David; Malongo, Hassan - In: Econometric theory 33 (2017) 3, pp. 636-663
Persistent link: https://www.econbiz.de/10011810178
Cover Image
Dynamic asset correlations based on vines
Poignard, Benjamin; Fermanian, Jean-David - In: Econometric theory 35 (2019) 1, pp. 167-197
Persistent link: https://www.econbiz.de/10012146127
Cover Image
A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHOD
Fermanian, Jean-David; Salanié, Bernard - In: Econometric theory 20 (2004) 4, pp. 701-734
Persistent link: https://www.econbiz.de/10006962881