• Title of article

    A simple multivariate ARCH model specified by random coefficients

  • Author/Authors

    P.W. Fong، نويسنده , , W.K. Li، نويسنده , , Hong-Zhi An، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    24
  • From page
    1779
  • To page
    1802
  • Keywords
    Multivariate autoregressive conditional heteroscedasticity , Nonconstantcorrelation , maximum likelihood estimation , Random coefficient model , Hadamard product , Likelihood ratio test , Star product
  • Journal title
    Computational Statistics and Data Analysis
  • Serial Year
    2006
  • Journal title
    Computational Statistics and Data Analysis
  • Record number

    145200

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=145200