Joint modeling of cointegration and conditional heteroscedasticity with applications (Q816593)
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scientific article; zbMATH DE number 5010506
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint modeling of cointegration and conditional heteroscedasticity with applications |
scientific article; zbMATH DE number 5010506 |
Statements
Joint modeling of cointegration and conditional heteroscedasticity with applications (English)
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9 March 2006
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partially nonstationary
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vector AR-GARCH model
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tables
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