ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
Year of publication: |
2003
|
---|---|
Authors: | Ling, Shiqing ; McAleer, Michael |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 19.2003, 02, p. 280-310
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
Saved in favorites
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