Skip to main navigation Skip to search Skip to main content

Canonical correlation analysis for the vector AR(1) model with ARCH innovations

  • Ruey S. Tsay*
  • , Shiqing Ling
    • *Corresponding author for this work

Research output: Contribution to journal › Journal Article › peer-review

1   Link opens in a new tab Citation (Scopus)

Fingerprint

Dive into the research topics of 'Canonical correlation analysis for the vector AR(1) model with ARCH innovations'. Together they form a unique fingerprint.
Sort by

Mathematics