The GARCH(1,1)-M model: results for the densities of the variance and the mean
| Year of publication: |
1999
|
|---|---|
| Authors: | De Schepper, Ann ; Goovaerts, Marc J. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 24.1999, 1-2, p. 83-94
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