Pages that link to "Item:Q1927090"
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The following pages link to Bayesian estimation of generalized hyperbolic skewed student GARCH models (Q1927090):
Displaying 4 items.
- Setting the margins of hang seng index futures on different positions using an APARCH-GPD model based on extreme value theory (Q2137703) (← links)
- Estimation methods for expected shortfall (Q2879025) (← links)
- Generalized autoregressive moving average models with GARCH errors (Q5030955) (← links)
- Controlling the flexibility of non-Gaussian processes through shrinkage priors (Q6203348) (← links)
