DySco

MaRDI QIDQ28131swMATHFDO

Official website http://www.sciencedirect.com/science/article/pii/S0167947313004027

Described by source

• Maximum likelihood estimates for positive valued dynamic score models; the DySco package

Cited in

(6)

• Comparison of value-at-risk models using the MCS approach
• MCS
• MSC
• betategarch
• Semiparametric score driven volatility models
• Did long-memory of liquidity signal the European sovereign debt crisis?

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