Automated variable selection in vector multiplicative error models (Q2445703): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q3412547 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The t Copula and Related Copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: A multiple indicators model for volatility using intra-daily data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Elliptical copulas: Applicability and limitations. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear dynamics in Nasdaq dealer quotes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5706744 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Copula–Based Models for Financial Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: COMMENTS ON THE 20th ANNIVERSARY ISSUE OF ECONOMETRIC THEORY / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5493584 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail dependence for elliptically contoured distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Dispersion Models Generated From Gaussian Copula / rank
 
Normal rank
Property / cites work
 
Property / cites work: Polynomial splines and their tensor products in extended linear modeling. (With discussions) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian analysis of the stochastic conditional duration model / rank
 
Normal rank

Latest revision as of 10:23, 8 July 2024

scientific article
Language Label Description Also known as
English
Automated variable selection in vector multiplicative error models
scientific article

    Statements

    Automated variable selection in vector multiplicative error models (English)
    0 references
    0 references
    0 references
    14 April 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references