Periodic Autoregressive Conditional Heteroscedasticity
| Year of publication: |
1996
|
|---|---|
| Authors: | Bollerslev, Tim ; Ghysels, Eric |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 14.1996, 2, p. 139-152
|