✦ LIBER ✦

ESTIMATING MULTICOUNTRY VAR MODELS

✍ Scribed by Fabio Canova; Matteo Ciccarelli

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Models for multicountry investments

✍ Zwick, Jack 📂 Article 📅 1968 🏛 Wiley (John Wiley & Sons) ⚖ 117 KB

Multicountry estimation of dietary boron

✍ Charlene Rainey; Leslie Nyquist 📂 Article 📅 1998 🏛 Humana Press Inc 🌐 English ⚖ 453 KB

Estimation of VAR Models Computational A

✍ Paolo Foschi; Erricos J. Kontoghiorghes 📂 Article 📅 2003 🏛 Springer US 🌐 English ⚖ 145 KB

A Newton's algorithm for solving multico

✍ Patrick Hénaff 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 744 KB

A comparison of GARCH models for VaR est

✍ Mehmet Orhan; Bülent Köksal 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 879 KB

The use of GARCH models in VaR estimatio

✍ Timotheos Angelidis; Alexandros Benos; Stavros Degiannakis 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 407 KB