Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects (Q6090566)
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scientific article; zbMATH DE number 7767718
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects |
scientific article; zbMATH DE number 7767718 |
Statements
Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects (English)
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17 November 2023
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double bounded time series
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financial econometrics
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leverage effects
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observation-driven models
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realized correlation
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