Multivariate mixed normal conditional heteroskedasticity
| Year of publication: |
2007
|
|---|---|
| Authors: | Bauwens, L. ; Hafner, C.M. ; Rombouts, J.V.K. |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2007, 7, p. 3551-3566
|
| Publisher: |
Elsevier |