Amendments and Corrections

DOI10.1093/biomet/asy039zbMath1452.62621OpenAlexW2895858982MaRDI QIDQ4561006

Siem Jan Koopman, André Lucas, Francisco Blasques

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

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

Related Items (1)

Autoregressive conditional betas

This page was built for publication: Amendments and Corrections