scientific article; zbMATH DE number 5002328

zbMATH Open1079.91553MaRDI QIDQ3368263FDOQ3368263

Authors: Robert E. McCulloch, Ruey S. Tsay 

Publication date: 27 January 2006

Title of this publication is not available (Why is that?)

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zbMATH Keywords

generalized gamma distributionautoregressive conditional durational modeldiurnal pattern

Mathematics Subject Classification ID

Economic growth models (91B62)

Cited In (2)

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

Uses Software

• FinTS

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