Unobserved component time series models with Arch disturbances
| Year of publication: |
1992
|
|---|---|
| Authors: | Harvey, Andrew ; Ruiz, Esther ; Sentana, Enrique |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 52.1992, 1-2, p. 129-157
|
| Publisher: |
Elsevier |