A family of multivariate non‐gaussian time series models
Work
Year: 2020
Type: article
Source: Journal of Time Series Analysis
Institutions University of New Hampshire, Decision Sciences (United States), University of Chicago, George Washington University
Cites: 51
Cited by: 5
Related to: 10
FWCI: 0.653
Citation percentile (by year/subfield): 82.45
Subfield: Finance
Domain: Social Sciences
Open Access status: closed