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Multivariate GARCH

Asymmetric multivariate normal mixture GARCH

Econometrics / Statistics / Value at Risk / Inflation and Stock Market Returns / Multivariate Normal Distribution / Computational Statistics and Data Analysis / Multivariate GARCH / Computational Statistics and Data Analysis / Multivariate GARCH

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Multivariate Normal Mixture GARCH

Second Order / Portfolio Selection / Stock Returns / Multivariate Normal Distribution / Multivariate GARCH

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Análise Comparativa Entre Estratégias De Hedge Com Base Em Modelos Estáticos e Dinâmicos Para Contratos Futuros De Café Arábica

Crop Production / Information Content / Risk and Uncertainty / Brazilian Economy / Multivariate GARCH

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