scientific article; zbMATH DE number 6180013

zbMath1302.62150MaRDI QIDQ5299931

Farrukh Javed, Panagiotis Mantalos

Publication date: 24 June 2013

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

GARCHvolatilityspilloverleverage

Mathematics Subject Classification ID

General nonlinear regression (62J02) Monte Carlo methods (65C05)

Related Items

Unnamed Item, Performance of information criteria for selection of Hawkes process models of financial data, Conceptual Confluence in 1936: Post and Turing, Why Post Did [Not Have Turing’s Thesis], VON NEUMANN’S CONSISTENCY PROOF, HEINRICH BEHMANN’S 1921 LECTURE ON THE DECISION PROBLEM AND THE ALGEBRA OF LOGIC