Author:
Djennad Abdelmajid,Rigby Robert,Stasinopoulos Dimitrios,Voudouris Vlasios,Eilers Paul H. C.
Reference68 articles.
1. Information measures and model selection;H Akaike;Bull. Int. Statist. Inst,1983
2. Dynamic asymmetric leverage in stochastic volatility models;M Asai;Econometric Reviews,2005
3. Stochastic conditional intensity processes;L Bauwens;Journal of Financial Econometrics,2006
4. Generalised autoregressive conditional heteroskedasticity;T Bollerslev;J. Econometr,1986
5. Approximate inference in generalized linear mixed models;N E Breslow;J. Am. Statist. Ass,1993
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