A simple multivariate ARCH model specified by random coefficients
| Year of publication: |
2006
|
|---|---|
| Authors: | Fong, P.W. ; Li, W.K. ; An, Hong-Zhi |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2006, 3, p. 1779-1802
|
| Publisher: |
Elsevier |