Title of article :
Multivariate mixed normal conditional heteroskedasticity
Author/Authors :
L. Bauwens، نويسنده , , C.M. Hafner، نويسنده , , J.V.K. Rombouts، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Pages :
16
From page :
3551
To page :
3566
Keywords :
EM algorithm , Finite mixture , Multivariate volatility
Journal title :
Computational Statistics and Data Analysis
Serial Year :
2007
Journal title :
Computational Statistics and Data Analysis
Record number :
145322
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=145322
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