[R-SIG-Finance] rugarch - question w.r.t. (robust) SE and bias in estimates of a particular MA(1)-eGARCH(1, 1)-STD model

Johannes Moser jzmoser at gmail.com
Thu Jul 10 12:29:32 CEST 2014

Previous message: [R-SIG-Finance] Help With Principal Component Analysis
Next message: [R-SIG-Finance] rugarch - question w.r.t. (robust) SE and bias in estimates of a particular MA(1)-eGARCH(1, 1)-STD model
Messages sorted by: [ date ] [ thread ] [ subject ] [ author ]

An embedded and charset-unspecified text was scrubbed...
Name: not available
URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20140710/62bbb6d0/attachment.pl>

Previous message: [R-SIG-Finance] Help With Principal Component Analysis
Next message: [R-SIG-Finance] rugarch - question w.r.t. (robust) SE and bias in estimates of a particular MA(1)-eGARCH(1, 1)-STD model
Messages sorted by: [ date ] [ thread ] [ subject ] [ author ]

More information about the R-SIG-Finance mailing list