Improved Estimation of Dynamic Models of Conditional Means and Variances
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JEL classification:
- C00 - Mathematical and Quantitative Methods - - General - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2021-03-15 (Econometrics)
- NEP-ETS-2021-03-15 (Econometric Time Series)
- NEP-ORE-2021-03-15 (Operations Research)
- NEP-RMG-2021-03-15 (Risk Management)
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