Pages that link to "Item:Q5245468"
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The following pages link to Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations (Q5245468):
Displayed 4 items.
- ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density (Q2218841) (← links)
- On hysteretic vector autoregressive model with applications (Q5107318) (← links)
- An Application of Bayesian Seemingly Unrelated Regression Models with Flexible Tails (Q5267861) (← links)
- ECM algorithm for estimating vector ARMA model with variance gamma distribution and possible unbounded density (Q6075127) (← links)
