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Conference Paper: Multivariate modelling of volatility by the autoregressive random variance process
| Title | Multivariate modelling of volatility by the autoregressive random variance process |
|---|---|
| Authors | |
| Issue Date | 1995 |
| Citation | Proceedings of the 1995 Hong Kong Statistical Conference, p. 2pp How to Cite? |
| Persistent Identifier | http://hdl.handle.net/10722/110244 |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | So, KP | en_HK |
| dc.contributor.author | Li, WK | en_HK |
| dc.contributor.author | Lam, K | en_HK |
| dc.date.accessioned | 2010-09-26T01:57:25Z | - |
| dc.date.available | 2010-09-26T01:57:25Z | - |
| dc.date.issued | 1995 | en_HK |
| dc.identifier.citation | Proceedings of the 1995 Hong Kong Statistical Conference, p. 2pp | en_HK |
| dc.identifier.uri | http://hdl.handle.net/10722/110244 | - |
| dc.language | eng | en_HK |
| dc.relation.ispartof | Proceedings of the 1995 Hong Kong Statistical Conference | en_HK |
| dc.title | Multivariate modelling of volatility by the autoregressive random variance process | en_HK |
| dc.type | Conference_Paper | en_HK |
| dc.identifier.email | So, KP: kpso@hkucc.hku.hk | en_HK |
| dc.identifier.email | Li, WK: hrntlwk@hkucc.hku.hk | en_HK |
| dc.identifier.email | Lam, K: hrntlam@hkucc.hku.hk | en_HK |
| dc.identifier.authority | Li, WK=rp00741 | en_HK |
| dc.identifier.hkuros | 4099 | en_HK |
| dc.identifier.spage | 2 | en_HK |
