A multivariate conditional autoregressive range model
Year of publication: |
2005
|
---|---|
Authors: | Fernandes, Marcelo ; Mota, Bernardo de Sá ; Rocha, Guilherme |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 86.2005, 3, p. 435-440
|
Subject: | Multivariate Analyse | Multivariate analysis | Korrelation | Correlation |
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