Work

Time Series Concepts for Conditional Distributions*

Year: 2003

Type: article

Source: Oxford Bulletin of Economics and Statistics

DOI: 10.1046/j.0305-9049.2003.00094.x

Author: Clive W. J. Granger

Institution: University of California San Diego

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2166897609

FWCI: 2.752

Cites: 17

Cited by: 51

Related to: 10