Title of article :
A simple multivariate ARCH model specified by random coefficients
Author/Authors :
P.W. Fong، نويسنده , , W.K. Li، نويسنده , , Hong-Zhi An، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Pages :
24
From page :
1779
To page :
1802
Keywords :
Multivariate autoregressive conditional heteroscedasticity , Nonconstantcorrelation , maximum likelihood estimation , Random coefficient model , Hadamard product , Likelihood ratio test , Star product
Journal title :
Computational Statistics and Data Analysis
Serial Year :
2006
Journal title :
Computational Statistics and Data Analysis
Record number :
145200
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=145200
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