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subject:"Estimation"
subject:"Japan"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Scottish journal of political economy : the journal of the Scottish Economic Society"
~person:"Bollerslev, Tim"
~subject:"Share price"
~type_genre:"Article in journal"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Scottish journal of political economy : the journal of the Scottish Economic Society
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
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