Multivariate autoregression of order one with infinite variance innovations

Econometric Theory

Volumn 24, Issue 3, 2008, Pages 677-695

  Zarepour, M ^a   Roknossadati, S M ^a  

^a UNIVERSITY OF OTTAWA   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 42249108877     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466608080286     Document Type: Article

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