MODELING THE PERSISTENCE OF CONDITIONAL VARIANCES: A COMMENT

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DIEBOLD F.X.

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Journal Paper

Paper Information

Journal: ECONOMETRIC REVIEWS Year:1986 | Volume:5 | Issue:1 Page(s): 51-56

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Information Journal Paper

Title

MODELING THE PERSISTENCE OF CONDITIONAL VARIANCES: A COMMENT

Author(s)

DIEBOLD F.X. | Issue Writer Certificate

Keywords

Not Registered.

Abstract

Cites

ASSESSING THE ASYMMETRIC EFFECTS OF CRUDE OIL SHOCKS ON THE IRANIAN ECONOMY IN ECONOMIC REGIMES: MARKOV SWITCHING MODEL
ASSESSING THE EFFECTS OF OIL PRICE SHOCKS ON TEHRAN EXCHANGE STOCK RETURNS: USING WAVELET DECOMPOSITION AND MARKOV SWITCHING

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APA: Copy

DIEBOLD, F.X.. (1986). MODELING THE PERSISTENCE OF CONDITIONAL VARIANCES: A COMMENT. ECONOMETRIC REVIEWS, 5(1), 51-56. SID. https://sid.ir/paper/598643/en

Vancouver: Copy

DIEBOLD F.X.. MODELING THE PERSISTENCE OF CONDITIONAL VARIANCES: A COMMENT. ECONOMETRIC REVIEWS[Internet]. 1986;5(1):51-56. Available from: https://sid.ir/paper/598643/en

IEEE: Copy

F.X. DIEBOLD, “MODELING THE PERSISTENCE OF CONDITIONAL VARIANCES: A COMMENT,” ECONOMETRIC REVIEWS, vol. 5, no. 1, pp. 51–56, 1986, [Online]. Available: https://sid.ir/paper/598643/en

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