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11/21/2019
Hybrid quantile estimation for asymmetric power GARCH models
Asymmetric power GARCH models have been widely used to study the higher ...
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03/26/2019
Time series models for realized covariance matrices based on the matrix-F distribution
We propose a new Conditional BEKK matrix-F (CBF) model for the time-vary...
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04/26/2018
