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Hafner, Christian M. and McAleer, Michael (2014) A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 29, 2014, ISSN: 2341-2356 ] (Unpublished)

McAleer, Michael and Hafner, Christian M. (2014) A One Line Derivation of EGARCH. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 15, 2014, ISSN: 2341-2356 ] (Unpublished)

This list was generated on Sat Nov 16 06:31:11 2019 CET.