%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 }