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Indirect inference with time series observed with error
Rossi, Eduardo; Santucci de Magistris, Paolo - In: Journal of Applied Econometrics 33 (2018) 6, pp. 874-897
Persistent link: https://www.econbiz.de/10012082787
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Switching generalized autoregressive score copula models with application to systemic risk
Bernardi, Mauro; Catania, Leopoldo - In: Journal of Applied Econometrics 34 (2018) 1, pp. 43-65
Persistent link: https://www.econbiz.de/10012082798