Multivariate mixed normal conditional heteroskedasticity
| Authors: | BAUWENS, Luc ; HAFNER, Christian M. ; ROMBOUTS, Jeroen VK |
|---|---|
| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Computational Statistics & Data, 51, 3551-3566, 2007 Number 1906 |
| Other identifiers: | 10.1016/j.csda.2006.10.012 [DOI] |
| Source: |
Persistent link: https://www.econbiz.de/10010675440