DySco

swMATH16261MaRDI QIDQ28131FDOQ28131

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Described by source

• Maximum likelihood estimates for positive valued dynamic score models; the DySco package

Cited In (3)

• Comparison of value-at-risk models using the MCS approach
• Semiparametric score driven volatility models
• Did long-memory of liquidity signal the European sovereign debt crisis?

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