estimation. The underlying vector random coefficient autoregressive process, which has well established regularity conditions and …

statistical inferences to be drawn based on empirical estimation. For this purpose, we use an underlying vector random coefficient … autoregressive process, for which we show the equivalent representation for the asymmetric multivariate conditional volatility model …

estimation. The underlying vector random coefficient autoregressive process, which has well established regularity conditions and …

statistical inferences to be drawn based on empirical estimation. For this purpose, we use an underlying vector random coefficient … autoregressive process, for which we show the equivalent representation for the asymmetric multivariate conditional volatility model …

-type econometric learning with bounded memory. We show that the aggregated price follows the random coefficient autoregressive process …

-type econometric learning with bounded memory. We show that the aggregated price follows the random coefficient autoregressive process …

-type econometric learning with bounded memory. We show that the aggregated price follows the random coefficient autoregressive process …