Efficient estimation of copula-GARCH models (Q961423): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Analytical derivates of the APARCH model
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+Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified
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+Numerical Methods of Statistics
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+The zero-information-limit condition and spurious inference in weakly identified models
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+Q3713481
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+Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market
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+Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
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+Q3281461
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+Multivariate Dispersion Models Generated From Gaussian Copula
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+Maximization by Parts in Likelihood Inference
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