Vector autoregressive models: A Gini approach

Stéphane Mussard and Oumar Hamady Ndiaye
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Oumar Hamady Ndiaye: CHROME - Détection, évaluation, gestion des risques CHROniques et éMErgents (CHROME) - Université de Nîmes - UNIMES - Université de Nîmes

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Date: 2018-02
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Published in Physica A: Statistical Mechanics and its Applications, 2018, 492, pp.1967-1979. ⟨10.1016/j.physa.2017.11.111⟩

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Journal Article: Vector autoregressive models: A Gini approach (2018)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02132100

DOI: 10.1016/j.physa.2017.11.111

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