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Autoregressive-asymmetric moving average models for business cycle data
Brännäs, Kurt - In: Journal of forecasting 13 (1994) 6, pp. 529-544
Persistent link: https://www.econbiz.de/10001172756
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Asymmetries in conditional mean and variance : modelling stock returns by asMA-asQGARCH
Brännäs, Kurt; Gooijer, Jan G. de - In: Journal of forecasting 23 (2004) 3, pp. 155-171
Persistent link: https://www.econbiz.de/10002027340