Generalized autoregressive score models with applications
Drew Creal, Siem Jan Koopman and André Lucas
| Year of publication: |
2013
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|---|---|
| Authors: | Creal, Drew ; Koopman, Siem Jan ; Lucas, André |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 28.2013, 5, p. 777-795
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| Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010351100