Common factors in conditional distributions for bivariate time series /
Granger, C. W. J.(Clive William John),1934-
Teräsvirta, Timo.
Patton, Andrew J.(Andrew John),1976-
London School of Economics and Political Science .Financial Markets Group.
London : London School of Economics and Political Science, Financial Markets Group,
2003.
Includes bibliographical references.
Time-series analysis.