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A one line derivation of DCC : application of a vector random coefficient moving average process
Hafner, Christian M.
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McAleer, Michael
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2014
Persistent link: https://www.econbiz.de/10010410197
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A one line derivation of EGARCH
McAleer, Michael
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Hafner, Christian M.
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2014
Persistent link: https://www.econbiz.de/10010410204
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Bootstrap inference in semiparametric generalized additive models
Härdle, Wolfgang
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2001
Persistent link: https://www.econbiz.de/10001613868
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