Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH.
- Published in:
- Statistica Neerlandica, 2011, v. 65, n. 2, p. 125, doi. 10.1111/j.1467-9574.2010.00479.x
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- Publication type:
- Article
Works matching IS 00390402 AND DT 2011 AND VI 65 AND IP 2
Results: 4
1
2
Analysis of failure time using threshold regression with semi-parametric varying coefficients.
- Published in:
- Statistica Neerlandica, 2011, v. 65, n. 2, p. 164, doi. 10.1111/j.1467-9574.2011.00481.x
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- Publication type:
- Article
3
Forensic identification: the island problem and its generalisations.
- Published in:
- Statistica Neerlandica, 2011, v. 65, n. 2, p. 202, doi. 10.1111/j.1467-9574.2011.00484.x
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- Publication type:
- Article
4
A J-function for inhomogeneous point processes.
- Published in:
- Statistica Neerlandica, 2011, v. 65, n. 2, p. 183, doi. 10.1111/j.1467-9574.2011.00482.x
- By:
- Publication type:
- Article