Asymptotic filtering theory for multivariate ARCH models /

Asymptotic filtering theory for multivariate ARCH models /

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Bibliographic Details
Author / Creator:	Nelson, Daniel B.
Imprint:	Chicago : Center for Research in Security Prices, Graduate School of Business, University of Chicago, 1995.
Description:	[i], 57, [1] leaves : ill. ; 28 cm.
Language:	English
Series:	W.P. ; 383.A Working paper series (University of Chicago. Center for Research in Security Prices) ; no. 383A.
Subject:	Time-series analysis. Time-series analysis.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/5753517

Hidden Bibliographic Details
Other title:	Asymptotic filtering and smoothing theory for multivariate ARCH models.
Notes:	"January 1995." "This is a revision of parts of an earlier working paper, 'Asymptotic filtering and smoothing theory for multivariate ARCH models'..."--p. [i]. Includes bibliographical references.

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Call Number:	HG4501.W68 no.383A
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