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1 Ergebnisse
1
Accelerating score-driven time series models:
Blasques, F
;
Gorgi, P
;
Koopman, S. J
https://research.vu.nl/en/publications/d51116ec-1160-473e-bbe0-55187568d7c5. , 2019
Link:
https://research.vu.nl/en/publications/d51116ec-1160-4..
RT Journal T1 <Title>Accelerating score-driven time series models</Title> UL https://suche.suub.uni-bremen.de/peid=base-ftvuamstcris:oai:research.vu.nl:publications_d51116ec-1160-473e-bbe0-55187568d7c5&Exemplar=1&LAN=DE A1 Blasques, F A1 Gorgi, P A1 Koopman, S. J YR 2019 K1 GARCH models K1 Kullback–Leibler divergence K1 S&P 500 stocks K1 Score-driven models K1 Time-varying parameters K1 US inflation K1 /dk/atira/pure/sustainabledevelopmentgoals/affordable_and_clean_energy K1 name=SDG 7 - Affordable and Clean Energy JF https://research.vu.nl/en/publications/d51116ec-1160-473e-bbe0-55187568d7c5 LK http://dx.doi.org/https://research.vu.nl/en/publications/d51116ec-1160-473e-bbe0-55187568d7c5 DO https://research.vu.nl/en/publications/d51116ec-1160-473e-bbe0-55187568d7c5 SF ELIB - SuUB Bremen
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