"Estimating multivariate ARCH parameters by two-stage least-squares method."

Saman Mousazadeh, Mahmood Karimi (2009)

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DOI: 10.1016/J.SIGPRO.2008.11.012

access: closed

type: Journal Article

metadata version: 2020-02-22

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Saman Mousazadeh, Mahmood Karimi:
Estimating multivariate ARCH parameters by two-stage least-squares method. Signal Process. 89(5): 921-932 (2009)

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