Travail de recherche/Working paper
| Titre: |
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| Auteur: | Hallin, Marc; La Vecchia, Davide |
| Statut de publication: | Publié, 2014-10 |
| series: | ECARES Working Papers, ECARES 2014-45 |
| Sujet CREF: | Economie |
| Volumes/pages: | 43 p. |
| Mots-clés: | conditional heteroskedasticity |
| distribution-freeness | |
| forecasting | |
| Lévy processes | |
| one-step R-Estimators | |
| Langue: | Anglais |
| Identificateurs: | RePEc:eca:wpaper:2013/176572 |
