Pages that link to "Item:Q1010530"
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The following pages link to A simple multivariate ARCH model specified by random coefficients (Q1010530):
Displayed 4 items.
- Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference (Q1023632) (← links)
- Identifying financial time series with similar dynamic conditional correlation (Q2445570) (← links)
- On an independent and identically distributed mixture bilinear time-series model (Q3077682) (← links)
- Recursive online EM estimation of mixture autoregressions (Q4922636) (← links)