The Student's t Dynamic Linear Regression: Re-examining Volatility Modeling

Advances in Econometrics

Volumn 20 PART 1, Issue , 2006, Pages 289-319

  Heracleous, Maria S ^a   Spanos, Aris ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33645868287     PISSN: 07319053     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S0731-9053(05)20011-7     Document Type: Review

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