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Results: 7
Number of items: 7
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Boswijk, H. P., & van der Weide, R. (2011). Method of moments estimation of GO-GARCH models. Journal of Econometrics, 163(1), 118-126. https://doi.org/10.1016/j.jeconom.2010.11.011
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Boswijk, H. P., & van der Weide, R. (2009). Method of moments estimation of GO-GARCH models. (UvA-Econometrics Discussion Paper; No. 2009/05). University of Amsterdam. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/FF853298F0D73952C125767F007D7CE8/$file/0905.pdf -
Diks, C., Hommes, C., Panchenko, V., & van der Weide, R. (2008). E&F Chaos: a user friendly software package for nonlinear economic dynamics. Computational Economics, 32(1-2), 221-244. https://doi.org/10.1007/s10614-008-9130-x
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van Veelen, M., & van der Weide, R. (2008). A note on different approaches to index number theory. The American Economic Review, 98(4), 1722-1730. https://doi.org/10.1257/aer.98.4.1722
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Boswijk, H. P., & van der Weide, R. (2006). Wake me up before you GO-GARCH. (UvA Econometrics discussion paper; No. 2006/03). Universiteit van Amsterdam. http://www1.feb.uva.nl/pp/bin/381fulltext.pdf
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van der Weide, R. (2002). GO-GARCH: A Multivariate Generalized Orthogonal GARCH Model. Journal of Applied Econometrics, 17(5), 549-564. https://doi.org/10.1002/jae.688
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