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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"Working paper"
~person:"Blazsek, Szabolcs"
~person:"Chan, Felix"
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Nichtlineare Regression
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ARCH model
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Global Crude Oil Market
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Blazsek, Szabolcs
Chan, Felix
Kapetanios, George
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Shin, Yongcheol
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Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012221928
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Structure and asymptotic theory for nonlinear models with GARCH Errors
Chan, Felix
;
McAleer, Michael
;
Medeiros, Marcelo C.
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2010
Persistent link: https://www.econbiz.de/10008760483
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