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The persistence and asymmetry of time-varying correlations
Baur, Dirk G. (contributor) - 2005
Persistent link: https://www.econbiz.de/10009232806
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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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The persistence and asymmetry of time-varying correlations
Baur, Dirk G. - 2002
Persistent link: https://www.econbiz.de/10013268791
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Multivariate GARCH and dynamic copula models for financial time series : with an application to emerging markets
Grziska, Martin - 2015 - 1. Aufl.
Persistent link: https://www.econbiz.de/10010488311
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The joint moment generating function of quadratic forms in multivariate autoregressive series
Abadir, Karim Maher; Larsson, Rolf - 1994
Persistent link: https://www.econbiz.de/10000895297
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Multivariate analysis of variance of consumption data from a British time-of-use electricity pricing experiment
Henley, Andrew; Peirson, John - 1993
Persistent link: https://www.econbiz.de/10000898016
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The multivariate invariance principle for globally nonstationary processes, with an application to I(2) models
Davidson, James E. H. - 1993
Persistent link: https://www.econbiz.de/10000856230
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A latent class binomial logit methodology for the analysis of paired comparison choice data
Wedel, Michel; DeSarbo, Wayne - 1992
Persistent link: https://www.econbiz.de/10000831791
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Consistent empirical estimators of multivariate extreme value distribution
Haan, Laurens de; Resnick, Sidney I. - 1991
Persistent link: https://www.econbiz.de/10000842077
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Tensor components of multivariate hermite polynomials and moments of a multivariate normal distribution
Holly, Alberto - 1986
Persistent link: https://www.econbiz.de/10000734491