Tree-structured generalized autoregressive conditional heteroscedastic models
| Year of publication: |
2001
|
|---|---|
| Authors: | Audrino, Francesco ; Bühlmann, Peter |
| Published in: |
Journal of the Royal Statistical Society Series B. - Royal Statistical Society - RSS, ISSN 1369-7412. - Vol. 63.2001, 4, p. 727-744
|
| Publisher: |
Royal Statistical Society - RSS |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005202982