Author:
Uchida Masayuki,Yoshida Nakahiro
Publisher
Springer International Publishing
Reference50 articles.
1. Akaike, H.: Information theory and an extension of the likelihood ratio principle. In: Petrov, B.N., Csaki, F. (eds.) Proceedings of the Second International Symposium of Information Theory, pp. 267–281 (1973)
2. Akaike, H.: A new look at the statistical model identification. IEEE Trans. Autom. Control 19(6), 716–723 (1974)
3. Andersen, T.G., Bollerslev, T.: Answering the skeptics: yes, standard volatility models do provide accurate forecasts. Int. Econ. Rev. 39, 885–905 (1998)
4. Andersen, T.G., Bollerslev, T., Diebold, F.X., Labys, P.: The distribution of realized exchange rate volatility. J. Amer. Statist. Assoc. 96(453), 42–55 (2001)
5. Anderson, T.W.: On asymptotic distributions of estimates of parameters of stochastic difference equations. Ann. Math. Statist. 30, 676–687 (1959)
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献