Media type: E-Book Title: Score-driven time series models Contributor: Harvey, Andrew C. [Author] Published: Cambridge: University of Cambridge, Faculty of Economics, [2021] Published in: Cambridge working papers in economics ; 2021,33 Extent: 1 Online-Ressource (circa 40 Seiten); Illustrationen Language: English DOI: 10.17863/CAM.69994 Identifier: Keywords: copula ; count data ; directional data ; generalized autoregressive conditional heteroscedasticity ; generalized beta distribution of the second kind ; observation-driven model ; robustness ; Graue Literatur Origination: Footnote: Access State: Open Access