vix.ing · top · new · best · stats · spec

Mamadou Lamine Diop

  1. Inference and model selection in general causal time series with exogenous covariates
    2021/02/04 by Mamadou Lamine Diop, William Kengne, Diop, Mamadou Lamine +1 · 1 citation
    Mathematics · Economics, Econometrics and Finance · Decision Sciences · #Statistical Methods and Inference #Financial Risk and Volatility Modeling #Advanced Statistical Process Monitoring