RANDOM COEFFICIENT FORMULATION OF CONDITIONAL HETEROSKEDASTICITY AND AUGMENTED ARCH MODELS
| Year of publication: |
1996
|
|---|---|
| Authors: | Bera, Anil K. ; Higgins, Matthew L. ; Lee, Sangkyu |
| Published in: |
Sankhya / B : the Indian journal of statistics. - Calcutta : Inst., ISSN 0581-5738, ZDB-ID 2031486. - Vol. 58.1996, 2, p. 199-220
|