Quasi score-driven models
type: Item
instance of: scholarly article
title: Quasi score-driven models
author: Francisco Blasques
author: C. Francq
author: Sébastien Laurent
published in: Journal of Econometrics
publication date: 2023-04-14T00:00:00Z
Mathematics Subject Classification ID: 62-XX
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7674657
zbMATH Keywords: score-driven models
zbMATH Keywords: GARCH
zbMATH Keywords: fat-tails
zbMATH Keywords: asymmetry
zbMATH Keywords: QLE
zbMATH Keywords: QMLE
MaRDI profile type: Publication
full work available at URL: j.jeconom.2021.12.005
OpenAlex ID: W4210753330
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DOI: 10.1016/J.JECONOM.2021.12.005
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description: scientific article