Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models With Student t Innovations
Year of publication: |
2003
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Authors: | Fiorentini, Gabriele ; Sentana, Enrique ; Calzolari, Enrique |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 21.2003, 4, p. 532-546
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