Extent:
application/pdf
Series:
Type of publication: Book / Working Paper
Language: English
Notes:
This article has been written for Handbook of Financial Time Series, edited by T.G. Andersen, R.A. Davis, J.-P. Kreiss and T. Mikosch Published in Handbook of Financial Time Series, Andersen, Torben G., Davis, Richard A., Kreiss, Jens-Peter, Mikosch, Thomas (eds.), 2009, pages 201-229, Springer. The text is part of a series SSE/EFI Working Paper Series in Economics and Finance Number 669 27 pages
Classification: C32 - Time-Series Models ; C52 - Model Evaluation and Testing
Source: