A multivariate conditional autoregressive range model
| Year of publication: |
2005
|
|---|---|
| Authors: | Fernandes, Marcelo ; de Sa Mota, Bernardo ; Rocha, Guilherme |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 86.2005, 3, p. 435-440
|
| Publisher: |
Elsevier |