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Modeling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin, McAleer, Michael, Tansuchat, Roengchai
Published in The journal of energy markets (01.12.2009)
Published in The journal of energy markets (01.12.2009)
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Journal Article
Multivariate range-based EGARCH models
Yan, Lili, Kellard, Neil M., Lambercy, Lyudmyla
Published in International review of financial analysis (01.04.2025)
Published in International review of financial analysis (01.04.2025)
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Journal Article
BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE GARCH MODELS: A SURVEY
Virbickaite, Audrone, Ausín, M. Concepción, Galeano, Pedro
Published in Journal of economic surveys (01.02.2015)
Published in Journal of economic surveys (01.02.2015)
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Journal Article