Connections between GARCH and stochastic coefficients (SC) models
| Year of publication: |
1994
|
|---|---|
| Authors: | Swamy, P.A.V.B. ; Tavlas, G.S. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 46.1994, 1, p. 7-10
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