A Test for Multivariate Autoregressive Conditional Heteroskedasticity Effects in Vector Time Series Models
| Author | : Pierre Duchesne |
| Publisher | : Montréal : Groupe d'études et de recherche en analyse des décisions |
| Total Pages | : 54 |
| Release | : 2002 |
| ISBN-10 | : OCLC:51534918 |
| ISBN-13 | : |
| Rating | : 4/5 (18 Downloads) |
Book Synopsis A Test for Multivariate Autoregressive Conditional Heteroskedasticity Effects in Vector Time Series Models by : Pierre Duchesne
Download or read book A Test for Multivariate Autoregressive Conditional Heteroskedasticity Effects in Vector Time Series Models written by Pierre Duchesne and published by Montréal : Groupe d'études et de recherche en analyse des décisions. This book was released on 2002 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt: