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Time series - Joint modeling of cointegration and conditional heteroscedasticity with applications
Wong, Heung; Li, W.K.; Ling, Shiqing - In: Annals of the Institute of Statistical Mathematics : AISM 57 (2005) 1, pp. 83-104
Persistent link: https://www.econbiz.de/10006546003
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Detecting and Diagnostic Checking Multivariate Conditional Heteroscedastic Time Series Models
Wong, H.; Li, W.K. - In: Annals of the Institute of Statistical Mathematics : AISM 54 (2002) 1, pp. 45-59
Persistent link: https://www.econbiz.de/10006559755