The log-GARCH model via ARMA representations
Year of publication: |
2019
|
---|---|
Authors: | Sucarrat, Genaro |
Published in: |
Financial mathematics, volatility and covariance modelling. - London : Routledge, ISBN 978-1-138-06094-4. - 2019, p. 336-359
|
Subject: | Theorie | Theory | ARMA-Modell | ARMA model |
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