Some New Results on GARCH: Exact Formulas for the 2nd Moments of the Squared Errors
| Year of publication: |
1996
|
|---|---|
| Authors: | Karanassos, M. |
| Institutions: | Birkbeck, Department of Economics, Mathematics & Statistics |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005509648