The ACR model : a multivariate dynamic mixture autoregression
Frédérique Bec, Anders Rahbek and Neil Shephard
| Year of publication: |
2008
|
|---|---|
| Authors: | Bec, Frédérique ; Rahbek, Anders ; Shephard, Neil G. |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 70.2008, 5, p. 583-618
|
| Subject: | Autokorrelation | Autocorrelation | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis |
| 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/10003759114