Modelling comovements of economic time series: a selective survey

DOI10.6092/issn.1973-2201/3625zbMath1453.62758OpenAlexW3121692122MaRDI QIDQ5148510

Publication date: 4 February 2021

Full work available at URL: https://art.torvergata.it/handle/2108/101051

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

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