Stability conditions for a bivariate arch system which is cointegrated in mean

Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471 (1993) Stability conditions for a bivariate arch system which is cointegrated in mean. Communications in Statistics - Theory and Methods, 22 (10), pp. 2941-2953. https://doi.org/10.1080/03610929308831194

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Item Type:	Article in Academic Journal
Keywords:	stationarity, vector autoregressions, ARCH models, heteroskedasticity
Date Deposited:	26 Jan 2015 13:31
Last Modified:	19 Sep 2024 08:49
DOI:	10.1080/03610929308831194
ISSN:	0361-0926
URI:	https://irihs.ihs.ac.at/id/eprint/2649

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