The diffusion limit of a TVP-GQARCH-M(1,1) model
Stelios Arvanitis
| Year of publication: |
2004
|
|---|---|
| Authors: | Arvanitis, Stelios |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 20.2004, 1, p. 161-175
|
| Subject: | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001904883