zbMath1246.91108MaRDI QIDQ2906604
Siem Jan Koopman, Irma Hindrayanto, Marius Ooms
Publication date: 5 September 2012
Mathematics Subject Classification ID
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)