✦ LIBER ✦

Multivariate variance targeting in the BEKK-GARCH model

✍ Scribed by Pedersen, Rasmus S.; Rahbek, Anders

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stationarity and geometric ergodicity of

✍ Farid Boussama; Florian Fuchs; Robert Stelzer 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 368 KB

DO WE REALLY NEED BOTH BEKK AND DCC? A T

✍ Massimiliano Caporin; Michael McAleer 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 143 KB

Persistence in Variance, Structural Chan

✍ Lamoureux, Christopher G.; Lastrapes, William D. 📂 Article 📅 1990 🏛 American Statistical Association 🌐 English ⚖ 475 KB

Persistence in Variance, Structural Chan

✍ Christopher G. Lamoureux and William D. Lastrapes 📂 Article 📅 1990 🏛 American Statistical Association 🌐 English ⚖ 375 KB

Robust estimation of the simplified mult

✍ Iqbal, Farhat 📂 Article 📅 2012 🏛 Springer-Verlag 🌐 English ⚖ 285 KB

Oil price uncertainty and the Canadian e

✍ Sajjadur Rahman; Apostolos Serletis 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 616 KB