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~isPartOf:"UC3M working papers"
~person:"Cross, Jamie"
~person:"Gonçalves, Sílvia"
~person:"Nielsen, Morten Ørregaard"
~person:"Sucarrat, Genaro"
~subject:"Time series analysis"
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Cross, Jamie
Gonçalves, Sílvia
Nielsen, Morten Ørregaard
Sucarrat, Genaro
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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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Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro
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Sucarrat, Genaro
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2016
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