Amendments and Corrections

DOI10.1093/BIOMET/ASY039zbMATH Open1452.62621OpenAlexW2895858982MaRDI QIDQ4561006FDOQ4561006

Authors: Francisco Blasques, Siem Jan Koopman, André Lucas 

Publication date: 10 December 2018

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asy039

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cited In (2)

• Reverse engineering the last-minute on-line pricing practices: an application to hotels
• Autoregressive conditional betas

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