Modelling subset multivariate ARCH model via the AIC principle (Q2503826)

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Modelling subset multivariate ARCH model via the AIC principle
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    title
    Modelling subset multivariate ARCH model via the AIC principle (English)
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    publication date
    22 September 2006
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    Mathematics Subject Classification ID
    62M10
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    62P05
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    62H99
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    91B84
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    zbMATH DE Number
    5055831
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    zbMATH Keywords
    BIC
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    subset model
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    author
    Hong-Zhi An
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    Pak Wing Fong
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    Wai Keung Li
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