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Bayesian inference methods for univariate and multivariate Garch models : a survey
Virbickaite, Audrone; Ausin, M. Concepción; Galeano, Pedro - In: Journal of economic surveys 29 (2015) 1, pp. 76-96
Persistent link: https://www.econbiz.de/10011381831
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Monitoring multivariate variance changes
Pape, Katharina; Wied, Dominik; Galeano, Pedro - 2015
Persistent link: https://www.econbiz.de/10011326689
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A robust procedure to build dynamic factor models with cluster structure
Alonso, Andrés M.; Galeano, Pedro; Peña, Daniel - In: Journal of econometrics 216 (2020) 1, pp. 35-52
Persistent link: https://www.econbiz.de/10012439635
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Monitoring multivariate variance changes
Pape, Katharina; Wied, Dominik; Galeano, Pedro - In: Journal of empirical finance 39 (2016), pp. 54-68
Persistent link: https://www.econbiz.de/10011663296