Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations

By J. Mencía, Enrique Sentana. Review of Economics and Statistics, 2009

66 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/1dafdc9b97f43296f13be4d1a5c41e539d0144e2