Asymptotic f iltering theory for multivariate ARCH models
| Year of publication: |
1996
|
|---|---|
| Authors: | Nelson, Daniel B. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 71.1996, 1-2, p. 1-7
|