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Switiching VARMA term structure models
Monfort, Alain; Pegoraro, Fulvio - In: Journal of financial econometrics : official journal of … 5 (2007) 1, pp. 105-153
Persistent link: https://www.econbiz.de/10003518289
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Recovering statistical theory in the context of model calibrations
Madan, Dilip B. - In: Journal of financial econometrics : official journal of … 13 (2015) 2, pp. 260-292
Persistent link: https://www.econbiz.de/10011339334
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Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.; Moura, Guilherme Valle; Nogales, … - In: Journal of financial econometrics : official journal of … 15 (2017) 2, pp. 247-285
Persistent link: https://www.econbiz.de/10011987429