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ARCH-Modell
degrees of freedom
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Balaev, Alexey I.
1
Blazsek, Szabolcs
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Hiremath, Gourishankar S.
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Khuntia, Sashikanta
1
Monteros, Luis Antonio
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Pattanayak, Jamini Kanta
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Applied economics
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International journal of computational economics and econometrics
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ECONIS (ZBW)
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Is the foreign exchange market efficiency adaptive? : the empirical evidence from India
Khuntia, Sashikanta
;
Pattanayak, Jamini Kanta
; …
- In:
Journal of Asia Pacific business
19
(
2018
)
4
,
pp. 261-285
Persistent link: https://www.econbiz.de/10011955261
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2
Dynamic conditional score models of
degrees
of
freedom : filtering with score-driven heavy tails
Blazsek, Szabolcs
;
Monteros, Luis Antonio
- In:
Applied economics
49
(
2017
)
53
,
pp. 5426-5440
Persistent link: https://www.econbiz.de/10011845187
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3
Modelling financial returns and portfolio construction for the Russian stock market
Balaev, Alexey I.
- In:
International journal of computational economics and …
4
(
2014
)
1/2
,
pp. 32-81
Persistent link: https://www.econbiz.de/10010411211
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