The Student's t
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Publication:3571971
DOI10.1016/S0731-9053(05)20011-7zbMath1190.91156OpenAlexW2485148799MaRDI QIDQ3571971
Maria S. Heracleous, Aris Spanos
Publication date: 30 June 2010
Published in: Advances in Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0731-9053(05)20011-7
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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