Fingerprint
Dive into the research topics of 'Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models'. Together they form a unique fingerprint.- Sort by:
- Weight
- Alphabetically
Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models
Shuangzhe Liu*, Chris C. Heyde, Wing Keung WONG
*Corresponding author for this work
Research output: Contribution to journal › Article › peer-review
3
Citations
(Scopus)
2
Downloads
(Pure)