Quispe-Agnoli, Myriam (contributor) - 2003
, σ
2
, σ
u
, σ
v
, p
11
, p
22
, ρ
eu
, k, γ , λ , λ
1
,φ ), and S
t
= {s
t
,
s
t-1
} defines the states of the …
tt t t
=
+
++ +
σγσρσ
γσ σρσ γσ γσρσ ασ σ ασ
ασ σ
ε
εε
22
2
22 2
0
2
0
where ρ
eu
is the …