Multivariate simultaneous generalized ARCH
Robert F. Engle ; Kenneth F. Kroner
| Year of publication: |
1995
|
|---|---|
| Authors: | Engle, Robert F. |
| Other Persons: | Kroner, Kenneth F. (contributor) |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 11.1995, 1, p. 122-150
|
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001176347