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.

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Item Type: Article in Academic Journal
Keywords: stationarity, vector autoregressions, ARCH models, heteroskedasticity
Status: Published
Date Deposited: 26 Jan 2015 13:31
Last Modified: 16 Jan 2019 15:22
Identification Number or DOI: 10.1080/03610929308831194
ISSN: 0361-0926
URI: https://irihs.ihs.ac.at/id/eprint/2649

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