Periodic Autoregressive Conditional Heteroskedasticity.
| Data(s) |
24/01/2008
24/01/2008
1994
|
|---|---|
| Formato |
1327876 bytes application/pdf |
| Identificador |
Bollerslev, T. et Ghysels, E., «Periodic Autoregressive Conditional Heteroskedasticity.», Cahier de recherche #9408, Département de sciences économiques, Université de Montréal, 1994, 27 pages. |
| Relação |
Cahier de recherche #9408 |
| Palavras-Chave | #ECONOMETRICS |
| Tipo |
Article |
