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Prediction intervals in conditionally heteroscedastic time series with stochastic components
Articles
Overview
Overview
authors
PELLEGRINI, SANTIAGO
RUIZ ORTEGA, ESTHER
ESPASA TERRADES, ANTONI
published in
INTERNATIONAL JOURNAL OF FORECASTING
Journal
publication date
April 2011
start page
308
end page
319
issue
2
volume
27
International Standard Serial Number (ISSN)
0169-2070
Electronic International Standard Serial Number (EISSN)
1872-8200