Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations

✍ Scribed by Gabriele Fiorentini, Enrique Sentana and Giorgio Calzolari

• Book ID: 124714439
• Publisher: American Statistical Association
• Year: 2003
• Tongue: English
• Weight: 616 KB
• Volume: 21
• Category: Article
• ISSN: 0735-0015
• DOI: 10.2307/1392326