On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity (Q1025338): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q4866638 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4230831 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: ARCH models and financial applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4429917 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference in Arch and Garch Models with Heavy-Tailed Errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4215562 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4226822 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantitative methods for portfolio analysis. MTV model approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diagnostic checking of nonlinear multivariate time series with multivariate arch errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: On diagnostics in conditionally heteroskedastic time series models under elliptical distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4231779 / rank
 
Normal rank
Property / cites work
 
Property / cites work: AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3525852 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2709279 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation in conditionally heteroscedatic time series models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of Financial Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a multivariate conditional heteroscedastic model / rank
 
Normal rank

Latest revision as of 17:06, 1 July 2024

scientific article
Language Label Description Also known as
English
On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity
scientific article

    Statements

    On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity (English)
    0 references
    0 references
    0 references
    18 June 2009
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    CHARMA
    0 references
    R-ARCH
    0 references
    CCC
    0 references
    ARCH-M
    0 references
    asymptotic variance matrix
    0 references
    0 references