Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
We apply vine copulas with generalized autoregressive conditional heteroscedasticity (GARCH) marginals to the problem of capturing asset dependence and tail dynamics for currency and commodity ...
This paper investigates the sampling behavior of the quasi-maximum likelihood estimator of the Gaussian GARCH(1,1) model. The rescaled variable (the ratio of the disturbance to the conditional ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback