Viale Morgagni, 59
Universita di Firenze - Dipartimento di Statistica
Skewness, Kurtosis, ARCH, Moment Tests
Long Memory, Component Model, Dynamic Factor Model, Factor-GARCH Model, Indirect Inference
Symmetric Multivariate alpha-stable Distribution, Latent Factor Models, Indirect Inference, Multivariate Student’s t Distribution, Discrete Spectral Measures, GARCH Models
Kurtosis, Inequality Constraints, ARCH, Financial Returns.
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