Nelson, Daniel B.
Asymptotic filtering theory for multivariate arch models .-- Cambridge (Mass.) : National Bureau of Economic Research , 1994
.--55 p. 22 cm. .-- ( NBER technical working papers ; 162 ).
Resumen. Conclusiones. Bibliografía
SERIES TEMPORALES
MODELOS ECONOMETRICOS
MODELO ARCH
Asymptotic filtering theory for multivariate arch models .-- Cambridge (Mass.) : National Bureau of Economic Research , 1994
.--55 p. 22 cm. .-- ( NBER technical working papers ; 162 ).
Resumen. Conclusiones. Bibliografía
SERIES TEMPORALES
MODELOS ECONOMETRICOS
MODELO ARCH