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~person:"Creal, Drew"
~subject:"Volatility"
~subject:"Volatilität"
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Creal, Drew
Cross, Jamie
4
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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A class of non-Gaussian
state
space
models
with exact likelihood inference
Creal, Drew
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 585-597
Persistent link: https://www.econbiz.de/10011893816
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2
High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
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