The following pages link to Stable mixture GARCH models (Q528154):
Displaying 4 items.
- Bayesian analysis of multivariate stable distributions using one-dimensional projections (Q900801) (← links)
- RBF methods in a stochastic volatility framework for Greeks computation (Q2186934) (← links)
- A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761) (← links)
- Bayesian inference for a mixture double autoregressive model (Q6068059) (← links)
