PREDICTION IN DYNAMIC MODELS WITH TIME DEPENDENT CONDITIONAL VARIANCES.
| Year of publication: |
1990
|
|---|---|
| Authors: | BAILLIE, R.T. ; BOLLERSLEV, R.T. |
| Institutions: | Economics Department, Michigan State University |
| Subject: | heteroskedasticity | tests | econometrics | economic models |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 45 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005781229