A new class of multivariate skew densities, with application to generalized autoregressive conditionalheteroscedasticity models
Luc Bauwens; Sébastien Laurent
| Year of publication: |
2005
|
|---|---|
| Authors: | Bauwens, Luc ; Laurent, Sébastien |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 23.2005, 3, p. 346-354
|
| Subject: | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003013029