✦ LIBER ✦

Estimation of VAR Models Computational Aspects

✍ Scribed by Paolo Foschi; Erricos J. Kontoghiorghes

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Simultaneous equations estimation: Compu

✍ L.S. Jennings 📂 Article 📅 1980 🏛 Elsevier Science 🌐 English ⚖ 848 KB

ESTIMATING MULTICOUNTRY VAR MODELS

✍ Fabio Canova; Matteo Ciccarelli 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 274 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

Inconsistencies in SURE Models: Computat

✍ Erricos J. Kontoghiorghes 📂 Article 📅 2000 🏛 Springer US 🌐 English ⚖ 54 KB

Estimation of Multiphase Flow Properties

✍ A. Murat Ozbayoglu; H.Ertan Yuksel 📂 Article 📅 2011 🏛 Elsevier 🌐 English ⚖ 683 KB