Blazsek, Szabolcs, Escribano, Alvaro and Licht, Adrian. "Score-Driven Location Plus Scale Models: Asymptotic Theory and An Application to Forecasting Dow Jones Volatility"
Studies in Nonlinear Dynamics & Econometrics, 2024.
https://doi.org/10.1515/snde-2024-0048
Blazsek, S., Escribano, A. & Licht, A. (2024). Score-Driven Location Plus Scale Models: Asymptotic Theory and An Application to Forecasting Dow Jones Volatility.
Studies in Nonlinear Dynamics & Econometrics.
https://doi.org/10.1515/snde-2024-0048
Blazsek, S., Escribano, A. and Licht, A. (2024) Score-Driven Location Plus Scale Models: Asymptotic Theory and An Application to Forecasting Dow Jones Volatility. Studies in Nonlinear Dynamics & Econometrics.
https://doi.org/10.1515/snde-2024-0048
Blazsek, Szabolcs, Escribano, Alvaro and Licht, Adrian. "Score-Driven Location Plus Scale Models: Asymptotic Theory and An Application to Forecasting Dow Jones Volatility"
Studies in Nonlinear Dynamics & Econometrics (2024).
https://doi.org/10.1515/snde-2024-0048
Blazsek S, Escribano A, Licht A. Score-Driven Location Plus Scale Models: Asymptotic Theory and An Application to Forecasting Dow Jones Volatility.
Studies in Nonlinear Dynamics & Econometrics. 2024.
https://doi.org/10.1515/snde-2024-0048
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