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~isPartOf:"Econometric reviews"
~person:"Blasques, Francisco"
~person:"Dong, Chaohua"
~subject:"ARCH model"
~subject:"Stochastic process"
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ARCH model
Stochastic process
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dynamic copulas
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generalized autoregressive score models
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observation driven models
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Blasques, Francisco
Dong, Chaohua
McAleer, Michael
7
Asai, Manabu
5
Yu, Jun
4
Bordignon, Silvano
3
Maasoumi, Esfandiar
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Econometric reviews
Discussion paper / Tinbergen Institute
9
Working paper / Department of Econometrics and Business Statistics, Monash University
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The North American journal of economics and finance : a journal of financial economics studies
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Tinbergen Institute Discussion Paper 12-133/III
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Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 125-150
Persistent link: https://www.econbiz.de/10012180710
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A stochastic recurrence equations approach for score driven correlation models
Blasques, Francisco
;
Lucas, André
;
Silde, Erkki
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 166-181
Persistent link: https://www.econbiz.de/10012038166
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