Periodic Autoregressive Conditional Heteroscedasticity
Year of publication: |
1996
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Authors: | Bollerslev, Tim ; Ghysels, Eric |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 14.1996, 2, p. 139-152
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