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Quasi-maximum likelihood estimation of dynamic models with time varying covariances

dc.contributor.authorBollerslev, Timen_US
dc.contributor.otherMassachusetts Institute of Technology. Dept. of Economicsen_US
dc.date.accessioned2011-06-09T23:32:54Z
dc.date.available2011-06-09T23:32:54Z
dc.date.issued1988en_US
dc.identifierquasimaximumlike00bollen_US
dc.identifier.urihttp://hdl.handle.net/1721.1/64066
dc.publisherCambridge, Mass. : Massachusetts Institute of Technologyen_US
dc.relation.ispartofseriesWorking paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 505en_US
dc.titleQuasi-maximum likelihood estimation of dynamic models with time varying covariancesen_US
dc.typeWorking Paperen_US
dc.identifier.oclc19403623en_US
dc.identifier.aleph000380737en_US


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