Connections between GARCH and stochastic coefficients (SC) models
Year of publication: |
1994
|
---|---|
Authors: | Swamy, Paravastu A. V. B. |
Other Persons: | Tavlas, George S. (contributor) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 46.1994, 1, p. 7-10
|
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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