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~person:"Tsui, Albert K."
~subject:"Maximum-Likelihood-Schätzung"
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Tsui, Albert K.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations
Tse, Yiu Kuen
;
Tsui, Albert K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 351-362
Persistent link: https://www.econbiz.de/10001695276
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