GENERALIZED AUTOREGRESSIVE CONDITIONAL HETROKEDASTICITY

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BOLLERESLEV T.

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Journal Paper

Paper Information

Journal: JOURNAL OF ECONOMETRICS Year:1986 | Volume:31 | Issue:3 Page(s): 307-327

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Information Journal Paper

Title

GENERALIZED AUTOREGRESSIVE CONDITIONAL HETROKEDASTICITY

Author(s)

BOLLERESLEV T. | Issue Writer Certificate

Keywords

Not Registered.

Abstract

Cites

AN APPRAISAL ON THE PERFORMANCE OF FIGARCH MODELS IN THE ESTIMATION OF VAR: THE CASE STUDY OF TEHRAN STOCK EXCHANGE

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APA: Copy

BOLLERESLEV, T.. (1986). GENERALIZED AUTOREGRESSIVE CONDITIONAL HETROKEDASTICITY. JOURNAL OF ECONOMETRICS, 31(3), 307-327. SID. https://sid.ir/paper/569573/en

Vancouver: Copy

BOLLERESLEV T.. GENERALIZED AUTOREGRESSIVE CONDITIONAL HETROKEDASTICITY. JOURNAL OF ECONOMETRICS[Internet]. 1986;31(3):307-327. Available from: https://sid.ir/paper/569573/en

IEEE: Copy

T. BOLLERESLEV, “GENERALIZED AUTOREGRESSIVE CONDITIONAL HETROKEDASTICITY,” JOURNAL OF ECONOMETRICS, vol. 31, no. 3, pp. 307–327, 1986, [Online]. Available: https://sid.ir/paper/569573/en

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