Asymptotic theory for a vector ARMA-GARCH model
Year of publication: |
2003
|
---|---|
Authors: | Ling, Shiqing ; McAleer, Michael |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 19.2003, 2, p. 280-310
|
Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Heteroskedastizität | Heteroscedasticity |
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