Jonathan Graeme Dark
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Person:3103182
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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