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Hafner, Christian M.; Rombouts, Jeroen V. K. - 2003

Persistent link: https://www.econbiz.de/10001790716

Estimation of temporally aggregated multivariate GARCH models

Hafner, Christian M. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002186338

Estimation of temporally aggregated multivariate GARCH models

Hafner, Christian M.; Rombouts, Jeroen V. K. - 2003

Persistent link: https://www.econbiz.de/10001876196

Advances in the specification and the estimation of multivariate GARCH models

Rombouts, Jeroen V. K. - 2004

Persistent link: https://www.econbiz.de/10002362723

Multivariate GARCH Models : A Survey

Bauwens, Luc; Laurent, Sébastien; Rombouts, Jeroen V. K. - 2004

This paper surveys the most important developments in multivariate ARCH-type modelling. It reviews the model specifications, the inference methods, and the main areas of application of these models in financial econometrics

Persistent link: https://www.econbiz.de/10014084332

Nonparametric density estimation for positive time series

Bouezmarni, Taoufik (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003376143

Asymptotic properties of the Bernstein density copula for dependent data

Bouezmarni, Taoufik; Rombouts, Jeroen V. K.; Taamouti, … - 2008

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Asymptotic properties of the Bernstein density copula for dependent data

Bouezmarni, Taoufik (contributor); … - 2008

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Density and hazard rate estimation for censored and α-mixing data using gamma kernels

Bouezmarni, Taoufik (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003402520

Nonparametric density estimation for positive time series

Bouezmarni, Taoufik (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003395282