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 9016612. - Vol. 24.2008, 6, p. 1554-1583
|