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%0 Journal Article
%1 Fong2006
%A Fong, P. W.
%A Li, W. K.
%A An, Hong-Zhi
%D 2006
%J Computational Statistics & Data Analysis
%K Likelihood ratio test
%N 3
%P 1779--1802
%T A simple multivariate ARCH model specified by random coefficients
%U http://www.sciencedirect.com/science/article/B6V8V-4HV73DT-3/1/00d0b9fd3f9ed0c528f49fb44cc7af37
%V 51
@article{Fong2006,
added-at = {2008-04-23T14:55:19.000+0200},
author = {Fong, P. W. and Li, W. K. and An, Hong-Zhi},
biburl = {https://www.bibsonomy.org/bibtex/27126e8ebe805722925179daadcecce17/smicha},
day = 01,
interhash = {377dc4dcea7fd96aba6374d1a6058d28},
intrahash = {7126e8ebe805722925179daadcecce17},
journal = {Computational Statistics \& Data Analysis},
keywords = {Likelihood ratio test},
month = Dec,
number = 3,
pages = {1779--1802},
timestamp = {2008-04-23T14:56:39.000+0200},
title = {A simple multivariate ARCH model specified by random coefficients},
url = {http://www.sciencedirect.com/science/article/B6V8V-4HV73DT-3/1/00d0b9fd3f9ed0c528f49fb44cc7af37},
volume = 51,
year = 2006
}
