Showing results 3 to 5 of 5
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Title | Author(s) | Issue Date | Views | |
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A multivariate threshold varying conditional correlations model Journal:Econometric Reviews | 2010 | 173 | ||
On the estimation and diagnostic checking of the ARFIMA-HYGARCH model Journal:Computational Statistics & Data Analysis | 2012 | 93 | ||
On the threshold hyperbolic GARCH models Journal:Statistics and its Interface | 2011 | 121 |