Prediction in dynamic models with time-dependent conditional variances
| Year of publication: |
1992
|
|---|---|
| Authors: | Baillie, Richard T. ; Bollerslev, Tim |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 52.1992, 1-2, p. 91-113
|
| Publisher: |
Elsevier |