Small sample properties of copula-GARCH modelling : a Monte Carlo study
Year of publication: |
2011
|
---|---|
Authors: | Bianchi, Carluccio ; De Giuli, Maria Elena ; Fantazzini, Dean ; Maggi, Mario Alessandro |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 21.2011, 19/21, p. 1587-1597
|
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Stichprobenerhebung | Sampling |
-
Stochastic billiards for sampling from the boundary of a convex set
Dieker, A. B., (2015)
-
The capability index when some assumptions are not satisfied : analysis and empirical comparisons
Fernández, Pablo José Moya, (2016)
-
Sequential stratified sampling
Green, Edward J., (1994)
- More ...
-
Small sample properties of Copula-GARCH modelling : a Monte Carlo study
Bianchi, Carluccio, (2009)
-
A copula-VAR-X approach for industrial production modelling and forecasting
Bianchi, Carluccio, (2010)
-
A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting
Bianchi, Carluccio, (2009)
- More ...