Pages that link to "Item:Q641782"
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The following pages link to Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models (Q641782):
Displaying 4 items.
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- Principal points for an allometric extension model (Q744816) (← links)
- Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics (Q5138023) (← links)
- Professor Heinz Neudecker and matrix differential calculus (Q6579436) (← links)
