Asymptotic theory for multivariate GARCH processes

Journal of Multivariate Analysis - Tập 84 - Trang 61-84 - 2003
F. Comte1, O. Lieberman2
1Laboratoire MAP5, FRE CNRS 2428, University of Paris 5, France
2Faculty of Industrial Engineering and Management, Technion—Israel Institute of Technology, Haifa, Israel

Tài liệu tham khảo

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