References

DOI10.1017/CBO9781139043205.028zbMath1279.62008MaRDI QIDQ2904672

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Publication date: 16 August 2012

Published in: Econometric Modelling with Time Series (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear inference, regression (62Jxx) Statistical methods; risk measures (91G70) Nonparametric estimation (62G05) Point estimation (62F10) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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