EGARCH Model with Weighted Liquidity

Author： Tudor* Ciprian A.   Tudor Cristiana  

Publisher： Taylor & Francis Ltd

ISSN： 0361-0918

Source： Communications in Statistics: Simulation and Computation, Vol.43, Iss.5, 2014-01, pp. : 1133-1142

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Liquidity spreads in the corporate bondmarket: Estimation using a semi-parametric model

By Chang Jung Hsien  

Journal of Applied Statistics, Vol. 37, Iss. 3, 2010-03 ,pp. : 359-374

Taylor & Francis Ltd

Access to resources Recommend Favorite

Weighted inverse Gaussian - a versatile lifetime model

By Gupta Ramesh C.  

Journal of Applied Statistics, Vol. 38, Iss. 12, 2011-12 ,pp. : 2695-2708

Taylor & Francis Ltd

Access to resources Recommend Favorite

On the Use of a Log-Rate Model for Survey-Weighted Categorical Data

By Loughin Thomas  

Communications in Statistics: Theory and Methods, Vol. 40, Iss. 15, 2011-01 ,pp. : 2661-2669

Taylor & Francis Ltd

Access to resources Recommend Favorite

Weighted L1-estimates for a VAR(p) time series model

By Reber John   Terpstra Jeff   Chen Xianzhe  

Journal of Nonparametric Statistics, Vol. 20, Iss. 5, 2008-07 ,pp. : 395-411

Taylor & Francis Ltd

Access to resources Recommend Favorite

Some estimators and tests for accelerated hazards model using weighted cumulative hazard difference

By Lee Seung-Hwan  

Journal of Applied Statistics, Vol. 36, Iss. 5, 2009-05 ,pp. : 473-482

Taylor & Francis Ltd

Access to resources Recommend Favorite