Author:
Geweke John,Amisano Gianni
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Reference36 articles.
1. BIS (Bank for International Settlements) 2005 Zero-coupon yield curves: technical documentation
2. A comment on D. V. Lindley's statistical paradox;Bartlett;Biometrika,1957
3. The accuracy of density forecasts in risk management;Berkowitz;Journal of Business and Economic Statistics,2001
4. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986
5. A conditionally heteroskedastic time series model for speculative prices and rates of return;Bollerslev;Review of Economics and Statistics,1987
Cited by
93 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