The ACR Model: A Multivariate Dynamic Mixture Autoregression
| Year of publication: |
2008
|
|---|---|
| Authors: | Bec, Frédérique ; Rahbek, Anders ; Shephard, Neil |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 2151595. - Vol. 70.2008, 5, p. 583-618
|