The autocorrelation structure for the GARCH-M process (Q806915): Difference between revisions
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| Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank | |||
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| Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank | |||
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| Property / cites work: Q3727186 / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/0165-1765(91)90120-a / rank | |||
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Latest revision as of 10:08, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The autocorrelation structure for the GARCH-M process |
scientific article |
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The autocorrelation structure for the GARCH-M process (English)
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1991
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