Moment Matrices in Conditional Heteroskedastic Models under Elliptical Distributions with Applications in AR-ARCH Models
نویسندگان
چکیده
منابع مشابه
on some bayesian statistical models in actuarial science with emphasis on claim count
چکیده ندارد.
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2010
ISSN: 1556-5068
DOI: 10.2139/ssrn.1551780