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Why is the second moment (i.e., conditional variance) equation of GARCH family models deterministic?
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A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library
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A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library
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Comparing MCMC samplers for the heart data (N = 270, d = 14, m = 1);... | Download Table
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Bayesian measures of model complexity and fit - Spiegelhalter - 2002 - Journal of the Royal Statistical Society: Series B (Statistical Methodology) - Wiley Online Library
Disentangling the effect of private and public cash flows on firm val…
PDF) Optimal portfolio allocation with Asian Hedge Funds and Asian REITs
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Disentangling the effect of private and public cash flows on firm val…
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PDF) Accurate Value-at-Risk Forecast with the (good old) Normal-GARCH Model
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Disentangling the effect of private and public cash flows on firm val…
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