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~isPartOf:"CAMA working paper series"
~isPartOf:"Energy economics"
~person:"Chan, Joshua C. C."
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Stochastic process
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Chan, Joshua C. C.
Chan, Joshua
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Zhang, Bo
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Bao Hoang Nguyen
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Che Mohd Imran Che Taib
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CAMA working paper series
Energy economics
Zhang B, Chan JCC, Cross JL, June 2018, Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts paper
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Estimation of stochastic volatility models with heavy tails and serial dependence
Chan, Joshua C. C.
;
Hsiao, Cody Y. L.
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2013
Persistent link: https://www.econbiz.de/10010211772
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