A NOTE ON INEQUALITY CONSTRAINTS IN THE GARCH MODEL
| Year of publication: |
2008
|
|---|---|
| Authors: | Tsai, Henghsiu ; Chan, Kung-Sik |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 24.2008, 3, p. 823
|