Multivariate mixed normal conditional heteroskedasticity

Luc Bauwens, Christian Hafner and Jeroen VK Rombouts

No 1906, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2007-01-01
Note: In : Computational Statistics & Data, 51, 3551-3566, 2007
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Citations: View citations in EconPapers (29)

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Related works:
Journal Article: Multivariate mixed normal conditional heteroskedasticity (2007)
Working Paper: Multivariate mixed normal conditional heteroskedasticity (2006)
Working Paper: Multivariate mixed normal conditional heteroskedasticity (2006)
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