scientific article

zbMath1297.62190MaRDI QIDQ2925445

Isabel M. S. Pereira, Conceição Costa, Manuel G. Scotto

Publication date: 22 October 2014

Full work available at URL: http://www.ine.pt/revstat/pdf/rs100103.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

econometricsFIAPARCH processesoptimal alarm systems

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70)

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