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1. Vine-GARCH process

   stationarity and asymptotic properties
   Author: Poignard, Benjamin; Fermanian, Jean-David

   Published: [2016]

   Publisher:  Centre de recherche en economie et statistique, [Palaiseau]

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   Kiel: ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel

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   ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel

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   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Online
   Series:	Série des documents de travail / Centre de recherche en economie et statistique ; no. 2016, 03
   Subjects:	Asymptotic normality; Consistency; Quasi Maximum Likelihood Estimator; Stationarity; Vine-GARCH
   Scope:	1 Online-Ressource (circa 54 Seiten)