Multivariate Simultaneous Generalized ARCH
| Year of publication: |
1995
|
|---|---|
| Authors: | Engle, Robert F. ; Kroner, Kenneth F. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 11.1995, 1, p. 122-150
|