Parameter-Driven; Observation-Driven; EIS; GAS; Risk management
Lange, R.
hdl.handle.net/2105/55731
Econometrie
Erasmus School of Economics

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