The following pages link to MFE toolbox (Q27149):
Displaying 7 items.
- The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
- Teaching size and power properties of hypothesis tests through simulations (Q1669830) (← links)
- Feasible generalized least squares estimation of multivariate GARCH(1,1) models (Q2015062) (← links)
- Implied risk aversion: an alternative rating system for retail structured products (Q2328778) (← links)
- Efficient factor GARCH models and factor-DCC models (Q3182650) (← links)
- Misspecification and Domain Issues in Fitting Garch(1, 1) Models: A Monte Carlo Investigation (Q3616249) (← links)
- Multivariate GARCH models for large-scale applications: A survey (Q5116815) (← links)
