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

✍ Scribed by Fiorentini, Gabriele; Sentana, Enrique; Calzolari, Giorgio

• Book ID: 126874312
• Publisher: American Statistical Association
• Year: 2003
• Tongue: English
• Weight: 622 KB
• Volume: 21
• Category: Article
• ISSN: 0735-0015
• DOI: 10.1198/073500103288619232