| Publication | Date of Publication | Type |
|---|
Markov-switching Poisson generalized autoregressive conditional heteroscedastic models
xxxStatistics and Its Interface | 2023-09-16 | Paper |
A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns
xxxStudies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
A \(q\)-analogue of Apagodu-Zeilberger congruence
xxxInternational Journal of Number Theory | 2017-09-08 | Paper |
scientific article; zbMATH DE number 6452941 (Why is no real title available?)
xxx | 2015-06-29 | Paper |
Euclidean modules
xxxMathematical Notes | 2015-05-08 | Paper |
Non-planar cluster quivers from surface
xxxAnnals of Combinatorics | 2015-02-23 | Paper |
Idempotent completion of pretriangulated categories.
xxxCzechoslovak Mathematical Journal | 2015-01-27 | Paper |
Genuses of cluster quivers of finite mutation type
xxxPacific Journal of Mathematics | 2014-12-30 | Paper |
Wedderburn principal theorem of a complete algebra in \(I\)-adic topology.
xxx | 2014-06-30 | Paper |
Integrated Markov-switching GARCH process
xxxEconometric Theory | 2014-04-23 | Paper |
A family of Markov-switching GARCH processes
xxxJournal of Time Series Analysis | 2014-02-25 | Paper |
A multivariate threshold GARCH model
xxx | 2013-01-24 | Paper |
Structure of a double autoregressive process driven by a hidden Markov chain
xxxStatistics & Probability Letters | 2012-08-30 | Paper |
Stationarity of a family of GARCH processes
xxxEconometrics Journal | 2009-12-22 | Paper |
Variance Gamma process and option pricing
xxx | 2008-04-04 | Paper |
Stationarity for a Markov-switching Box-Cox transformed threshold GARCH process
xxxStatistics & Probability Letters | 2008-01-21 | Paper |
scientific article; zbMATH DE number 5121842 (Why is no real title available?)
xxx | 2007-02-05 | Paper |
ON THE TAIL BEHAVIORS OF A FAMILY OF GARCH PROCESSES
xxxEconometric Theory | 2006-11-14 | Paper |
The valuation of permanent American options in the presence of event risk
xxx | 2006-08-09 | Paper |
On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process
xxxStatistics & Probability Letters | 2006-08-04 | Paper |
scientific article; zbMATH DE number 2185942 (Why is no real title available?)
xxx | 2005-07-04 | Paper |
scientific article; zbMATH DE number 2185988 (Why is no real title available?)
xxx | 2005-07-04 | Paper |
scientific article; zbMATH DE number 2185989 (Why is no real title available?)
xxx | 2005-07-04 | Paper |
scientific article; zbMATH DE number 2067826 (Why is no real title available?)
xxx | 2004-05-27 | Paper |
scientific article; zbMATH DE number 1916727 (Why is no real title available?)
xxx | 2003-11-03 | Paper |
scientific article; zbMATH DE number 1960952 (Why is no real title available?)
xxx | 2003-08-07 | Paper |
scientific article; zbMATH DE number 1763933 (Why is no real title available?)
xxx | 2002-07-04 | Paper |
