Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles
2019 ◽
Vol 121
◽
pp. 129-136
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1998 ◽
Vol 2
(2)
◽
pp. 33-47
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1998 ◽
Vol 16
(3)
◽
pp. 284-291
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2016 ◽
Vol 22
(2)
◽
pp. 500-518
◽
2019 ◽
Vol 22
(08)
◽
pp. 1950043
◽
2006 ◽
Vol 134
(2)
◽
pp. 605-644
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