Generalized Autoregressive Conditional Heteroskedasticity (1986)
by
Tim Bollerslev
| Venue: | JOURNAL OF ECONOMETRICS |
| Citations: | 693 - 13 self |
Document Versions
| Generalized Autoregressive Conditional Heteroskedasticity –Tim Bollerslev — 1986 — JOURNAL OF ECONOMETRICS |
