scientific article; zbMATH DE number 5002328

MaRDI QIDQ3368263zbMATH OpenFDO

Authors Robert E. McCulloch, Ruey S. Tsay

Publication date 27 January 2006

zbMATH Keywords

generalized gamma distributionautoregressive conditional durational modeldiurnal pattern

Mathematics Subject Classification ID

Economic growth models (91B62)

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Cited in

(2)

• The dynamics of ex-ante weighted spread: an empirical analysis
• Improving model performance with the integrated wavelet denoising method

Describes a project that uses

Uses Software

• FinTS

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