Fractionally integrated generalized autoregressive conditional heteroskedasticity
Richard T. Baillie; Tim Bollerslev; Hans Ole Mikkelsen
| Year of publication: |
1996
|
|---|---|
| Authors: | Baillie, Richard ; Bollerslev, Tim ; Mikkelsen, Hans Ole Æ. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 74.1996, 1, p. 3-30
|
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001755335