Inference for some multivariate ARCH and GARCH models
| Year of publication: |
2003
|
|---|---|
| Authors: | Vrontos, I.D. ; Dellaportas, P. ; Politis, D.N. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 22.2003, 6, p. 427-446
|