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  • Search: subject:"Dudley entropy integral"
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Year of publication
Subject
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Dudley entropy integral 2 Stochastic process 2 Stochastischer Prozess 2 Theorie 2 Theory 2 Time series analysis 2 Volatility 2 Volatilität 2 Zeitreihenanalyse 2 Contraction properties 1 Dudley integral 1 Durations 1 Dynamic copulas 1 Entropie 1 Entropy 1 Generalized autoregressive score (GAS) models 1 Higher-order models 1 Nonlinear dynamics 1 Observation driven models 1 Stochastic recurrence equations 1 Time-varying parameters 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
Language
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English 2
Author
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Blasques, Francisco 2 Lucas, André 2 Koopman, Siem Jan 1 Silde, Erkki 1
Published in...
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Discussion paper / Tinbergen Institute 2
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Stationarity and ergodicity regions for score driven dynamic correlation models
Blasques, Francisco; Lucas, André; Silde, Erkki - 2013
Persistent link: https://www.econbiz.de/10010191374
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Stationarity and ergodicity of univariate generalized autoregressive score processes
Blasques, Francisco; Koopman, Siem Jan; Lucas, André - 2012
Persistent link: https://www.econbiz.de/10009722625
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