2 research outputs found
CFEnetwork: The Annals of computational and financial econometrics: 2nd issue
- Author
- Amendola A
- Belsley D
- Billio M
- Bollerslev T
- Boswijk HP
- Chen CWS
- Chiarella C
- Colubi A
- Deistler M
- Diebold FX
- Dufour JM
- Engle R
- Francq C
- Hallin M
- Harvey AC
- Jacquier E
- Judd K
- Kontoghiorghes EJ
- Koop G
- Koopman SJ
- Luati A
- Lutkepol H
- Mackinnon JG
- Maheu J
- Mittnik S
- Omori Y
- Pesaran MH
- Philips PCB
- Pollock I
- Proietti T
- Rombouts JVK
- Scaillet O
- Semmler W
- Smith R
- So MKP
- Steel J
- Taylor RN
- Tzavalis E
- van Dijk Herman
- West M
- Yao Q
- Zakoian JM
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2014
- Field of study
Multivariate GARCH Models: A Survey
- Author
- &
- A C Harvey
- A K Bera
- A K Bera
- A K Bera
- A Pagan
- A Patton
- A Sklar
- A Timmermann
- B D Mccullough
- B Hansson
- C Brooks
- C Brunetti
- C D Drost
- C D Drost
- C Doz
- C Gourieroux
- C Gourieroux
- C Hafner
- C He
- C Kearney
- C M Hafner
- C M Hafner
- C M Hafner
- C O Alexander
- D B Nelson
- D B Nelson
- D Lien
- D Pelletier
- De Santis
- E Ghysels
- E Jondeau
- E Sentana
- E Sentana
- F Black
- F C Palm
- F Comte
- F J Menc�a
- F K Kroner
- F Longin
- F X Diebold
- F X Diebold
- F X Diebold
- G A Christodoulakis
- G A Karolyi
- G Fiorentini
- G Fiorentini
- G Fiorentini
- G Tauchen
- Gep Box
- H Kawakatsu
- H L�tkepohl
- I D Vrontos
- J Fleming
- J Kim
- J-M Dufour
- J-M Zakoian
- Jeroen Rombouts
- Jrm Hosking
- Jvk Rombouts
- L Bauwens
- L Bauwens
- L Bauwens
- L R Glosten
- Luc Bauwens
- M Billio
- M El Babsiri
- N Meddahi
- N Shephard
- O Attanasio
- O E Barndorff-Nielsen
- O Ledoit
- P Duchesne
- P Giot
- P H Franses
- P Hall
- Pjg Vlaar
- R A Gallant
- R B Nelsen
- R Engle
- R Engle
- R F Engle
- R F Engle
- R F Engle
- R F Engle
- R F Engle
- R F Engle
- R L Lumsdaine
- R Lucchetti
- R Rigobon
- R S Tsay
- R T Baillie
- R Van Der Weide
- Riskmetrics
- S Ling
- S Ling
- S W Lee
- Sebastien Laurent
- See Rombouts
- Sse/Efi
- T Bollerslev
- T Bollerslev
- T Bollerslev
- T Bollerslev
- T Bollerslev
- T Bollerslev
- T G Andersen
- T Jeantheau
- T Kariya
- T Nijman
- W K Newey
- W K Newey
- W L Lin
- Y K Tse
- Y K Tse
- Z Ding
- Z Ding
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2003
- Field of study