Page 21 - Contributed Paper Session (CPS) - Volume 7
P. 21
CPS2014 Ma. S.B.P. et al.
12. Zivot, E., Wang, J., 2006, Vector Autoregressive Models for
Multivariate Time Series In -Modeling Financial Time Series with S-
PLUS®, New York: Springer, pp. 385-429.
10 | I S I W S C 2 0 1 9
