Jonathan Graeme Dark
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Influence diagnostics for multivariate GARCH processes Journal of Time Series Analysis | 2011-11-26 | Paper |
| Estimation of time varying skewness and kurtosis with an application to value at risk Studies in Nonlinear Dynamics & Econometrics | 2010-07-02 | Paper |
Research outcomes over time
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