The following pages link to Hiroyuki Kawakatsu (Q278043):
Displaying 7 items.
- Matrix exponential GARCH (Q278044) (← links)
- Numerical inversion methods for computing approximate \(p\)-values (Q2432015) (← links)
- Simple multivariate conditional covariance dynamics using hyperbolically weighted moving averages (Q2661315) (← links)
- Simple factor realized stochastic volatility models (Q2693373) (← links)
- EM algorithms for ordered probit models with endogenous regressors (Q3566445) (← links)
- Direct multiperiod forecasting for algorithmic trading (Q4687662) (← links)
- Numerical integration‐based Gaussian mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models (Q5427674) (← links)
