| 000 | 00594nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aVrontos, I.D et al. | ||
| 240 | _aEconometrics Journal (3 Issues per Annualy) | ||
| 245 | _aFull-Factor Multivariate GARCH Model | ||
| 246 |
_aJ5085 _f2003 |
||
| 260 | _c2003 | ||
| 300 |
_bV. 06 _cIssue. 2 _a312-334 |
||
| 366 | _b2003 | ||
| 366 | _bDec | ||
| 650 | _aEconometrics | ||
| 653 | _aAutoregressive conditional heteroscedasticity;Bayesian model averaging;Markov chain carlo model composition;Maximum likelihood estimation; | ||
| 942 | _cJA | ||
| 999 |
_c42931 _d42931 |
||