Autocontours: Dynamic Specification Testing
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Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of Business and Economic Statistics.
Volume (Year): 29 (2011)
Issue (Month): 1 ()
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- Miguel Ángel Bermejo & Daniel Peña & Ismael Sánchez, 2011. "Densidad de predicción basada en momentos condicionados y máxima entropía : aplicación a la predicción de potencia eólica," Statistics and Econometrics Working Papers ws111813, Universidad Carlos III, Departamento de Estadística y Econometría.
- Yves Dominicy & Hiroaki Ogata & David Veredas, 2013.
"Inference for vast dimensional elliptical distributions,"
ULB Institutional Repository
2013/136282, ULB -- Universite Libre de Bruxelles.
- Yves Dominicy & Hiroaki Ogata & David Veredas, 2013. "Inference for vast dimensional elliptical distributions," Computational Statistics, Springer, vol. 28(4), pages 1853-1880, August.
- Andrew Harvey, 2010.
"Exponential conditional volatility models,"
Statistics and Econometrics Working Papers
ws103620, Universidad Carlos III, Departamento de Estadística y Econometría.
- Andres, P. & Harvey, A., 2012. "The Dyanamic Location/Scale Model: with applications to intra-day financial data," Cambridge Working Papers in Economics 1240, Faculty of Economics, University of Cambridge.
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