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~isPartOf:"Applied economics"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Blazsek, Szabolcs"
~subject:"Beta-t-EGARCH"
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Dynamic conditional score models of degrees of freedom : filtering with score-driven heavy tails
Blazsek, Szabolcs
;
Monteros, Luis Antonio
- In:
Applied economics
49
(
2017
)
53
,
pp. 5426-5440
Persistent link: https://www.econbiz.de/10011845187
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