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A full-factor multivariate GARCH model
Vrontos, I. D.; Dellaportas, P.; Politis, Dimitris N. - In: The econometrics journal 6 (2003) 2, pp. 312-334
Persistent link: https://www.econbiz.de/10001831255
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The tapered block bootstrap for general statistics from stationary sequences
Paparoditis, Efstathios; Politis, Dimitris N. - In: The econometrics journal 5 (2002) 1, pp. 131-148
Persistent link: https://www.econbiz.de/10001683696
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Modelling volatility asymmetries : a Bayesian analysis of a class of tree structured multivariate GARCH models
Dellaportas, P.; Vrontos, I. D. - In: The econometrics journal 10 (2007) 3, pp. 503-520
Persistent link: https://www.econbiz.de/10003637597
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The tapered block bootstrap for general statistics from stationary sequences
Paparoditis, Efstathios; Politis, Dimitris N. - In: The econometrics journal 5 (2002) 1, pp. 131-148
Persistent link: https://www.econbiz.de/10007477018