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 |
|---|---|---|
| Copula-based multivariate GARCH model with uncorrelated dependent errors Journal of Econometrics | 2016-07-04 | Paper |
| A semiparametric conditional duration model Economics Letters | 2015-01-14 | Paper |
| Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Journal of Business and Economic Statistics | 2011-04-13 | Paper |
Research outcomes over time
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