The asymptotic convexity of the negative likelihood function of GARCH models
Computational Statistics & Data Analysis
An extension of the Gauss-Newton algorithm for estimation under asymmetric loss
Computational Statistics & Data Analysis
A Student-t Full Factor Multivariate GARCH Model
Computational Economics
Computing and estimating information matrices of weak ARMA models
Computational Statistics & Data Analysis
Hi-index | 0.03 |