Generalized Autoregressive Conditional Heteroskedasticity (1986)

by Tim Bollerslev
Venue:JOURNAL OF ECONOMETRICS
Citations:1521 - 23 self

Document Versions

Generalized Autoregressive Conditional Heteroskedasticity –Tim Bollerslev — 1986 — JOURNAL OF ECONOMETRICS
Generalized autoregressive conditional heteroskedasticity –Tim Bollerslev — 1986 — Journal of Econometrics