Works matching IS 14798409 AND DT 2006 AND VI 4 AND IP 3

Results: 6
    1

    Dynamic Asymmetric GARCH.

    Published in:
    Journal of Financial Econometrics, 2006, v. 4, n. 3, p. 385, doi. 10.1093/jjfinec/nbj011
    By:
    • Caporin, Massimiliano;
    • McAleer, Michael
    Publication type:
    Article
    2

    Practitioners' Corner.

    Published in:
    Journal of Financial Econometrics, 2006, v. 4, n. 3, p. 531, doi. 10.1093/jjfinec/nbj016
    By:
    • Canopis, Adam
    Publication type:
    Article
    3

    Affine Models for Credit Risk Analysis.

    Published in:
    Journal of Financial Econometrics, 2006, v. 4, n. 3, p. 494, doi. 10.1093/jjfinec/nbj012
    By:
    • Gourieroux, C.;
    • Monfort, A.;
    • Polimenis, V.
    Publication type:
    Article
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