Browsing byAuthorSilvennoinen, A
Showing results 3 to 4 of 4< previous
Issue Date | Title | Author(s) |
---|---|---|
2009-01 | Multivariate GARCH Models | Silvennoinen, A; Terasvirta, T; Anderson, TG; Davis, RA; Kreib, JP; Mikosch, T |
2008-01-01 | Parameterizing unconditional skewness in models for financial time series | He, C; Silvennoinen, A; Teräsvirta, T |