Subject: adaptive models -- dynamic mixture models -- quantitative risk management -- score-driven models - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Subject adaptive models -- dynamic mixture models -- quantitative risk management -- score-driven models

1. Dynamic Adaptive Mixture Models with an Application to Volatility and Risk. (14th June 2019)

Authors:: Catania, Leopoldo
Journal:: Journal of financial econometrics
Issue:: Volume 19:Number 4(2021)
Page Start:: 531
Record Type:: Journal Article
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