Contemporaneous asymmetry in GARCH processes

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Publication:5932779

DOI10.1016/S0304-4076(00)00084-1zbMath0997.62084OpenAlexW2075320224WikidataQ127976621 ScholiaQ127976621MaRDI QIDQ5932779

Jean-Michel Zakoian, Mohamed El Babsiri

Publication date: 14 November 2002

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

Full work available at URL: https://doi.org/10.1016/s0304-4076(00)00084-1




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