stochastic covariates
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scholarly journals The specification of GARCH models with stochastic covariates

2008 ◽  
Vol 28 (10) ◽  
pp. 911-934 ◽  
Author(s):  
Jeff Fleming ◽  
Chris Kirby ◽  
Barbara Ostdiek
Keyword(s):  
Garch Models ◽  
Stochastic Covariates

scholarly journals Multi-period corporate default prediction with stochastic covariates

2007 ◽  
Vol 83 (3) ◽  
pp. 635-665 ◽  
Author(s):  
Darrell Duffie ◽  
Leandro Saita ◽  
Ke Wang
Keyword(s):  
Corporate Default ◽  
Default Prediction ◽  
Stochastic Covariates

scholarly journals The Specification of GARCH Models with Stochastic Covariates

2006 ◽  
Author(s):  
Jeff Fleming ◽  
Chris Kirby ◽  
Barbara Ostdiek
Keyword(s):  
Garch Models ◽  
Stochastic Covariates
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