Generalized autoregressive conditional correlation
Year of publication: |
2008
|
---|---|
Authors: | McAleer, Michael ; Chan, Felix ; Hoti, Suhejla ; Lieberman, Offer |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 24.2008, 6, p. 1554-1583
|
Subject: | Autokorrelation | Autocorrelation | Ökonometrisches Modell | Econometric model |
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