Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev
| Year of publication: |
1986
|
|---|---|
| Authors: | Bollerslev, Tim |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 3.1986, p. 307-327
|
| Subject: | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001036197