END USER LICENCE AGREEMENTJanuary 13th, 2022FiledJanuary 13th, 2022Hence, while Harvey and Pierse (1984) model the missing values as ‘partial cumulants’, here they are modelled as rolling 3-month totals.
Hence, while Harvey and Pierse (1984) model the missing values as ‘partial cumulants’, here they are modelled as rolling 3-month totals.