Estimation and Inference in ARCH Models in the Presence of Outliers.
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- Journal of Financial Econometrics, 2010, v. 8, n. 4, p. 547, doi. 10.1093/jjfinec/nbq028
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- Article
Works matching IS 14798409 AND DT 2010 AND VI 8 AND IP 4
Results: 5
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2
Bayesian Inference for Multivariate Copulas Using Pair-Copula Constructions.
- Published in:
- Journal of Financial Econometrics, 2010, v. 8, n. 4, p. 511, doi. 10.1093/jfinec/nbp031
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- Publication type:
- Article
3
Stock Options and Credit Default Swaps: A Joint Framework for Valuation and Estimation.
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- Journal of Financial Econometrics, 2010, v. 8, n. 4, p. 409, doi. 10.1093/jjfinec/nbp010
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- Publication type:
- Article
4
Bayesian Inference for Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions.
- Published in:
- Journal of Financial Econometrics, 2010, v. 8, n. 4, p. 450, doi. 10.1093/jjfinec/nbp027
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- Publication type:
- Article
5
MCMC Estimation of the COGARCH(1,1) Model.
- Published in:
- Journal of Financial Econometrics, 2010, v. 8, n. 4, p. 481, doi. 10.1093/jjfinec/nbq029
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- Publication type:
- Article