Time series - Joint modeling of cointegration and conditional heteroscedasticity with applications
| Year of publication: |
2005
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|---|---|
| Authors: | Wong, Heung ; Li, W.K. ; Ling, Shiqing |
| Published in: |
Annals of the Institute of Statistical Mathematics : AISM. - Tōkyō [u.a.], Berlin, Heidelberg : Springer, ISSN 0020-3157, ZDB-ID 3903138. - Vol. 57.2005, 1, p. 83-104
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