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~isPartOf:"Computational economics"
~isPartOf:"Journal of forecasting"
~person:"Dellaportas, Petros"
~subject:"Markov-Kette"
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Inference for some multivariate ARCH and GARCH models
Vrontos, I. D.
;
Dellaportas, Petros
;
Politis, Dimitris N.
- In:
Journal of forecasting
22
(
2003
)
6/7
,
pp. 427-446
Persistent link: https://www.econbiz.de/10001836432
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