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	Lieberman, O.     Options: All Media Types Journals Proceedings Div Books Whole Books Other Date Reviewed Title Author Publisher Published Date Descending Ascending Date Reviewed     1 - 1 of 1 reviews       Asymptotic theory for multivariate GARCH processes Comte F., Lieberman O. Journal of Multivariate Analysis 84(1): 61-84, 2003.  Type: Article Strong consistency and asymptotic normality of the quasi-maximum likelihood estimator for multivariate generalized autoregressive conditional heteroskedasticity (GARCH) is proven in this paper. The asymptotic normality is proven under ...... Jul 31 2003
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