Buscas alternativas:
multivariate volatility » multivariate normality (Expandir a busca), multivariate quality (Expandir a busca)
"Multivariate volatility model" » "Multivariate volatility models" (Expandir a busca), "Multivariate reliability model" (Expandir a busca), "Multivariate volatility smile" (Expandir a busca)
multivariate volatility » multivariate normality (Expandir a busca), multivariate quality (Expandir a busca)
"Multivariate volatility model" » "Multivariate volatility models" (Expandir a busca), "Multivariate reliability model" (Expandir a busca), "Multivariate volatility smile" (Expandir a busca)
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Assuntos:
“...Multivariate volatility model...”
Estimação robusta de modelos cDCC em alta dimensão
Dissertação