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"Multivariate mixed normal conditional heteroskedasticity."

Luc Bauwens, Christian M. Hafner, Jeroen V. K. Rombouts (2007)

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DOI: 10.1016/J.CSDA.2006.10.012

access: closed

type: Journal Article

metadata version: 2023-09-16

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Luc Bauwens, Christian M. Hafner, Jeroen V. K. Rombouts:
Multivariate mixed normal conditional heteroskedasticity. Comput. Stat. Data Anal. 51(7): 3551-3566 (2007)

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