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The ACR Model: A Multivariate Dynamic Mixture Autoregression
Bec, Frédérique
;
Rahbek, Anders
;
Shephard, Neil
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
5
,
pp. 583-618
Persistent link: https://www.econbiz.de/10008103830
Saved in:
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The ACR model : a multivariate dynamic mixture autoregression
Bec, Frédérique
;
Rahbek, Anders
;
Shephard, Neil G.
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
5
,
pp. 583-618
Persistent link: https://www.econbiz.de/10003759114
Saved in:
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