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Veröffentlicht/Copyright:
2. Juni 2022
Published Online: 2022-06-02
©2022 Walter de Gruyter GmbH, Berlin/Boston
Artikel in diesem Heft
- Frontmatter
- Research Articles
- Goodness-of-Fit Tests for SPARMA Models with Dependent Error Terms
- Estimating SPARMA Models with Dependent Error Terms
- Multivariate Hyper-Rotated GARCH-BEKK
- Estimating Impulse-Response Functions for Macroeconomic Models using Directional Quantiles
Artikel in diesem Heft
- Frontmatter
- Research Articles
- Goodness-of-Fit Tests for SPARMA Models with Dependent Error Terms
- Estimating SPARMA Models with Dependent Error Terms
- Multivariate Hyper-Rotated GARCH-BEKK
- Estimating Impulse-Response Functions for Macroeconomic Models using Directional Quantiles
