Dynamic conditional score models : a review of their applications

Szabolcs Blazsek and Adrian Licht

Year of publication:	2020
Authors:	Blazsek, Szabolcs ; Licht, Adrian
Subject:	Beta-t-EGARCH (exponential generalized autoregressive conditional heteroscedasticity) model \| Dynamic conditional score (DCS) models \| quasi-autoregressive (QAR) model \| quasi-vector autoregressive (QVAR) model \| score-driven seasonality \| ARCH-Modell \| ARCH model \| Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory

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