Generalized autoregressive conditional heteroskedasticity
| Year of publication: |
1986
|
|---|---|
| Authors: | Bollerslev, Tim |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 31.1986, 3, p. 307-327
|
| Publisher: |
Elsevier |