The ACR model: A multivariate dynamic mixture autoregression

Oxford Bulletin of Economics and Statistics

Volumn 70, Issue 5, 2008, Pages 583-618

  Bec, Frédérique ^a   Rahbek, Anders ^b   Shephard, Neil ^c  

^a UNIVERSITÉ DE CERGY PONTOISE   (France)

^b UNIVERSITY OF COPENHAGEN   (Denmark)

^c UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 52049117665     PISSN: 03059049     EISSN: 14680084     Source Type: Journal    
DOI: 10.1111/j.1468-0084.2008.00512.x     Document Type: Article

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