Multivariate Parameter- and Observation-Driven Models with Applications in Risk Management

Additional Metadata
Keywords	Parameter-Driven; Observation-Driven; EIS; GAS; Risk management
Thesis Advisor	Lange, R.
Persistent URL	hdl.handle.net/2105/55731
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Vermeer, N.A. (2021, January 8). Multivariate Parameter- and Observation-Driven Models with Applications in Risk Management. Econometrie. Retrieved from http://hdl.handle.net/2105/55731

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