Score Permutation Based Finite Sample Inference for Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) Models

Csáji, Balázs Csanád (2016) Score Permutation Based Finite Sample Inference for Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) Models. JOURNAL OF MACHINE LEARNING RESEARCH WORKSHOP AND CONFERENCE PROCEEDINGS, 51. pp. 296-304.

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Item Type: Article
Subjects: Q Science > QA Mathematics and Computer Science > QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány
Divisions: Research Laboratory on Engineering & Management Intelligence
SWORD Depositor: MTMT Injector
Depositing User: MTMT Injector
Date Deposited: 12 Jan 2017 18:20
Last Modified: 02 Sep 2019 11:57
URI: http://eprints.sztaki.hu/id/eprint/8892

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