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1
by Francq, Christian, Zakoian, Jean-Michel
Published 2010
John Wiley and Sons
Table of Contents: “...Part III Extensions and Applications10 Asymmetries; 11 Multivariate GARCH Processes; 12 Financial...”
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2
by Francq, Christian, Zakoian, Jean-Michel
Published 2019
John Wiley & Sons
“...Modèles GARCH....”
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3
by Shimizu, Kenichi
Published 2010
Vieweg+Teubner Verlag
Table of Contents: “...Bootstrap Does not Always Work -- Parametric AR(p)-ARCH(q) Models -- Parametric ARMA(p, q)- GARCH(r...”
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4
by Ardia, David
Published 2008
Springer Berlin Heidelberg
Table of Contents: “...Bayesian Statistics and MCMC Methods -- Bayesian Estimation of the GARCH(1, 1) Model with Normal...”
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5
Published 2005
Springer Berlin Heidelberg
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6
Published 1999
Springer Netherlands
“... Methods was held in Garching / Munich (Germany) (27-31. July 1998). Opening lectures by G. Larry...”
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7
Published 2009
Springer Berlin Heidelberg
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8
Published 2010
Springer Berlin Heidelberg
“.... The papers were presented at the Fourth Joint HLRB and KONWIHR Review and - sult Workshop in Garching on 8th...”
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9
by Old, Oliver
Published 2022
Springer Fachmedien Wiesbaden
Table of Contents: “...Introduction -- Financial time series -- Smoothing long term volatility -- 4 Free-knot spline-GARCH...”
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10
by Paolella, Marc S.
Published 2019
John Wiley & Sons, Inc.
Table of Contents: “.... Univariate GARCH modeling ; Risk prediction and portfolio optimization ; Multivariate t distributions...”
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11
by Deb, Parha
Published 1999
International Monetary Fund
“...This paper develops a bivariate GARCH model that allows for time-varying conditional correlations...”
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12
Published 2001
Springer Berlin Heidelberg
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20
Published 1998
Springer Netherlands
“... at the headquarters of the European Southern Observatory in Garching, Germany. This was the third meeting of its kind...”