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~person:"Brown, Bryan W."
~person:"Chan, Felix"
~subject:"Autocorrelation"
~subject:"Statistische Methodenlehre"
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Predictors in dynamic nonlinear models : large-sample behavior
Brown, Bryan W.
- In:
Econometric theory
5
(
1989
)
3
,
pp. 430-452
Persistent link: https://www.econbiz.de/10001079346
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Generalized autoregressive conditional correlation
McAleer, Michael
;
Chan, Felix
;
Hoti, Suhejla
; …
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1554-1583
Persistent link: https://www.econbiz.de/10003771789
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