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Consistent ranking of multivariate volatility models
Laurent, Sébastien; Rombouts, Jeroen V. K.; Violante, … - 2009
Persistent link: https://www.econbiz.de/10003850918
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Fourth moments of multivariate GARCH processes
Hafner, Christian M. - 2001
Persistent link: https://www.econbiz.de/10001640452
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Modelling time series count data : an autoregressive conditional poisson model
Heinen, Andréas - 2003
Persistent link: https://www.econbiz.de/10001801787
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Multivariate modelling of time series count data : an autoregressive conditional poisson model
Heinen, Andréas; Rengifo, Erick W. - 2003
Persistent link: https://www.econbiz.de/10001791283
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Multivariate GARCH models : a survey
Bauwens, Luc; Laurent, Sébastien; Rombouts, Jeroen V. K. - 2003
Persistent link: https://www.econbiz.de/10001791482