%0 Journal Article %1 journals/csda/FongLA06 %A Fong, Pak Wing %A Li, Wai Keung %A An, Hong-Zhi %D 2006 %J Comput. Stat. Data Anal. %K dblp %N 3 %P 1779-1802 %T A simple multivariate ARCH model specified by random coefficients. %U http://dblp.uni-trier.de/db/journals/csda/csda51.html#FongLA06 %V 51

@article{journals/csda/FongLA06, added-at = {2020-02-18T00:00:00.000+0100}, author = {Fong, Pak Wing and Li, Wai Keung and An, Hong-Zhi}, biburl = {https://www.bibsonomy.org/bibtex/21e39afc0dd7fa2a6697dae997f836ceb/dblp}, ee = {https://doi.org/10.1016/j.csda.2005.11.019}, interhash = {377dc4dcea7fd96aba6374d1a6058d28}, intrahash = {1e39afc0dd7fa2a6697dae997f836ceb}, journal = {Comput. Stat. Data Anal.}, keywords = {dblp}, number = 3, pages = {1779-1802}, timestamp = {2020-02-19T11:38:28.000+0100}, title = {A simple multivariate ARCH model specified by random coefficients.}, url = {http://dblp.uni-trier.de/db/journals/csda/csda51.html#FongLA06}, volume = 51, year = 2006 }