Multivariate Simultaneous Generalized ARCH (Q117428)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multivariate Simultaneous Generalized ARCH |
scientific article |
Statements
11
0 references
1
0 references
122-150
0 references
February 1995
0 references
Robert Engle
0 references
Kenneth F. Kroner
0 references
