Pages that link to "Item:Q2845022"
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The following pages link to ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS (Q2845022):
Displaying 6 items.
- On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
- Asymptotics of Cholesky GARCH models and time-varying conditional betas (Q1753058) (← links)
- Feasible generalized least squares estimation of multivariate GARCH(1,1) models (Q2015062) (← links)
- CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH (Q5065457) (← links)
- Dynamic conditional eigenvalue GARCH (Q6090564) (← links)
- Autoregressive conditional betas (Q6193071) (← links)
