• Media type: E-Article
  • Title: Score-Driven Location Plus Scale Models: Asymptotic Theory and An Application to Forecasting Dow Jones Volatility
  • Contributor: Blazsek, Szabolcs; Escribano, Alvaro; Licht, Adrian
  • Published: Walter de Gruyter GmbH, 2024
  • Published in: Studies in Nonlinear Dynamics & Econometrics (2024)
  • Language: English
  • DOI: 10.1515/snde-2024-0048
  • ISSN: 1081-1826; 1558-3708
  • Origination:
  • Footnote: