Common factors in conditional distributions for bivariate time series / by Clive W.J. Granger, Timo Teräsvirta and Andrew J. Patton.

Format:

Book

Author/Creator:

Granger, C. W. J. (Clive William John), 1934-2009.

Contributor:

Teräsvirta, Timo.

Patton, Andrew J. (Andrew John), 1976-

London School of Economics and Political Science. Financial Markets Group.

Series:

LSE Financial Markets Group discussion paper series ; no.

LSE health and social care discussion paper

Language:

English

Subjects (All):

Distribution (Probability theory)--Mathematical models.

Distribution (Probability theory).

Physical Description:

18 pages : illustrations ; 21 cm.

Place of Publication:

London : Financial Markets Group, London School of Economics, [2003]

Notes:

"June 2003".

OCLC:

53018113