Author of the publication

Likelihood-based inference for asymmetric stochastic volatility models.

, and . Comput. Stat. Data Anal., 42 (3): 445-449 (2003)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Likelihood-based inference for asymmetric stochastic volatility models., and . Comput. Stat. Data Anal., 42 (3): 445-449 (2003)Proper Initial Solution to Start Periodic Steady-State-Based Methods., , and . IEEE Trans. Circuits Syst. I Regul. Pap., 66-I (3): 1104-1115 (2019)Combining random forest and copula functions: A heuristic approach for selecting assets from a financial crisis perspective., , and . Intell. Syst. Account. Finance Manag., 17 (2): 91-109 (2010)Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach., and . Int. J. Approx. Reason., (2021)The use of conditional copula for studying the influence of economic sectors., , and . Expert Syst. Appl., (November 2023)A tail dependence-based dissimilarity measure for financial time series clustering., and . Adv. Data Anal. Classif., 5 (4): 323-340 (2011)Fast and Accurate Time-Domain Simulations of Integer-N PLLs., , , , and . IEEE Trans. Circuits Syst. I Regul. Pap., 64-I (4): 931-944 (2017)Advances in Econometrics, , and . Volume 20, Part 1, chapter A multivariate skew-garch model, page 33--57. JAI, (2006)Dynamic time series clustering with multivariate linkage and automatic dendrogram cutting using a recursive partitioning algorithm., and . Inf. Sci., (November 2023)Regime dependent interconnectedness among fuzzy clusters of financial time series., and . Adv. Data Anal. Classif., 15 (2): 315-336 (2021)