On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model
Pierre Duchesne
| Year of publication: |
2004
|
|---|---|
| Authors: | Duchesne, Pierre |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 83.2004, 2, p. 193-197
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| Subject: | ARCH-Modell | ARCH model | Autokorrelation | Autocorrelation |
| 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/10001991476