Generalized autoregressive conditional heteroskedasticity

DOI10.1016/0304-4076(86)90063-1MaRDI QIDQ128861WikidataFDO

Authors Tim Bollerslev

Publication date April 1986

Published in Journal of Econometrics (Search for Journal in Brave)

Cited in

(2)

• dccmidas
• SBAGM

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