The following pages link to Annastiina Silvennoinen (Q2691671):
Displaying 5 items.
- Testing constancy of unconditional variance in volatility models by misspecification and specification tests (Q2691672) (← links)
- Multivariate GARCH Models (Q3646955) (← links)
- On the Benefits of Equicorrelation for Portfolio Allocation (Q4687562) (← links)
- Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach (Q5080532) (← links)
- Long monthly temperature series and the vector seasonal shifting mean and covariance autoregressive model (Q6190951) (← links)
