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Distributional tests in multivariate dynamic models with normal and student t innovations
Mencía, Javier; Sentana, Enrique - 2008
Persistent link: https://www.econbiz.de/10003848036
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Distributional tests in multivariate dynamic models with normal and student t innovations
Mencía, Javier; Sentana, Enrique - 2009
Persistent link: https://www.econbiz.de/10003932342
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Distributional tests in multivariate dynamic models with normal and student-t innovations
Mencía, Javier; Sentana, Enrique - In: The review of economics and statistics 94 (2012) 1, pp. 133-152
Persistent link: https://www.econbiz.de/10009565390
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Estimation and testing of dynamic models with generalised hyperbolic innovations
Sentana, Enrique; Mencía, Javier - 2004
Persistent link: https://www.econbiz.de/10002585360