Multivariate Simultaneous Generalized ARCH

DOI10.1017/S0266466600009063MaRDI QIDQ117428FDO

Authors Robert Engle, Kenneth F. Kroner

Publication date February 1995

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0266466600009063

Cited in

(1)

• dccmidas

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