Title of article
Multivariate mixed normal conditional heteroskedasticity
Author/Authors
L. Bauwens، نويسنده , , C.M. Hafner، نويسنده , , J.V.K. Rombouts، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
16
From page
3551
To page
3566
Keywords
EM algorithm , Finite mixture , Multivariate volatility
Journal title
Computational Statistics and Data Analysis
Serial Year
2007
Journal title
Computational Statistics and Data Analysis
Record number
145322
Link To Document