ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
| Year of publication: |
2003
|
|---|---|
| Authors: | Ling, Shiqing ; Mcaleer, Michael |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 19.2003, 2, p. 280-310
|