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Multivariate simultaneous generalized ARCH
Engle, Robert F. - In: Econometric theory 11 (1995) 1, pp. 122-150
Persistent link: https://www.econbiz.de/10001176347
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The ET interview: Professor Robert F. Engle
Engle, Robert F.; Diebold, Francis X. - In: Econometric theory 19 (2003) 6, pp. 1159-1193
Persistent link: https://www.econbiz.de/10001819043
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Handbook of Econometrics, vol. 4
Hansen, Bruce E.; Horowitz, Joel L.; Engle, Robert F.; … - In: Econometric theory 13 (1997) 1, pp. 119-132
Persistent link: https://www.econbiz.de/10006999293
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Multivariate Simultaneous Generalized ARCH
Engle, Robert F.; Kroner, Kenneth F. - In: Econometric theory 11 (1995) 1, pp. 122-150
Persistent link: https://www.econbiz.de/10007009226