JOURNAL OF ECONOMETRICS 132, 43-57 COMMON FACTORS IN CONDITIONAL DISTRIBUTIONS FOR BIVARIATE TIME SERIES

Type
Reference
Authors
GRANGER ( CLIVE J.W. )
TERASVIRTA ( TIMO )
PATTON ( ANDREW J. )
 
Category
ECONOMETRICS  [ Browse Items ]
Publication Year
2006 
Publisher
ELSEVIER SCIENCE, United Kingdom 
Subject
ANTREAS 
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