Generalized autoregressive conditional heteroskedasticity

Journal of Econometrics - Tập 31 Số 3 - Trang 307-327 - 1986
Tim Bollerslev1,2
1Institute of Economics, University of Aarhus, Denmark
2University of California at San Diego, La Jolla, CA 92093, USA

Tóm tắt

Từ khóa


Tài liệu tham khảo

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