Positivity conditions for a bivariate autoregressive volatility specification
Year of publication: |
2007
|
---|---|
Authors: | Gouriéroux, Christian |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 5.2007, 4, p. 624-636
|
Subject: | Autokorrelation | Autocorrelation | Volatilität | Volatility | Theorie | Theory |
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