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publications

(2)

• A simple multivariate ARCH model specified by random coefficients
  P. W. Fong and W. K. Li and Hong-Zhi An Computational Statistics \& Data Analysis 51 1779--1802 (2006)
  to Likelihood ratio test by smicha on 2008-04-23 14:55:19
  | URL | BibTeX  
• A simple multivariate ARCH model specified by random coefficients.
  Pak Wing Fong and Wai Keung Li and Hong-Zhi An Computational Statistics & Data Analysis 51 1779-1802 (2006)
  to dblp by dblp on 2007-04-18 00:00:00
  | URL | BibTeX