The following pages link to Jean Marcelin Bosson Brou (Q4598612):
Displayed 4 items.
- Pseudo maximum-likelihood estimation of the univariate GARCH (1,1) and asymptotic properties (Q4598614) (← links)
- Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations (Q4605236) (← links)
- Estimating and Predicting the General Random Effects Model (Q4687508) (← links)
- Pseudo maximum likelihood estimation and asymptotic results of the GARCH (1, 2) Model under dependent innovations (Q5088100) (← links)