"Simplified specifications of a multivariate generalized autoregressive ..."

Iris W. H. Yip, Mike K. P. So (2009)

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DOI: 10.1016/J.MATCOM.2009.07.001

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type: Journal Article

metadata version: 2020-03-04

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Iris W. H. Yip, Mike K. P. So:
Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model. Math. Comput. Simul. 80(2): 327-340 (2009)

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