Subject
Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability
Reference21 articles.
1. The euro and European financial market dependence;Bartram;Journal of Banking and Finance,2007
2. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986
3. Fan, Y., Pastorello, S., Renault, E., 2007. Maximization by parts in extremum estimation. Vanderbilt University (unpublished manuscript)
4. Analytic derivatives and the computation of GARCH estimates;Fiorentini;Journal of Applied Econometrics,1996
5. Dependence patterns across financial markets: A mixed copula approach;Hu;Applied Financial Economics,2006
Cited by
32 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献