Nelson Muriel

Orcid: 0000-0002-7760-7826

According to our database1, Nelson Muriel authored at least 2 papers in 2009.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of six.

Timeline

Legend:

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Article 
PhD thesis 
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Links

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Bibliography

2009
Regular variation: extremes and autocovariance function convergence for multivariate GARCH processes.
PhD thesis, 2009

Regular variation and related results for the multivariate GARCH(p, q) model with constant conditional correlations.
J. Multivar. Anal., 2009


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