"A simple multivariate ARCH model specified by random coefficients."

Pak Wing Fong, Wai Keung Li, Hong-Zhi An (2006)

> Home

Details and statistics

DOI: 10.1016/J.CSDA.2005.11.019

access: closed

type: Journal Article

metadata version: 2020-02-18

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/csda/FongLA06
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/csda/FongLA06
Pak Wing Fong, Wai Keung Li, Hong-Zhi An:
A simple multivariate ARCH model specified by random coefficients. Comput. Stat. Data Anal. 51(3): 1779-1802 (2006)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.