A simple multivariate ARCH model specified by random coefficients
Year of publication: |
2006
|
---|---|
Authors: | Fong, P.W. ; Li, W.K. ; An, Hong-Zhi |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2006, 3, p. 1779-1802
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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