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~institution:"Australian National University / Faculty of Economics and Commerce"
~institution:"Birkbeck College / Department of Economics"
~institution:"Centre for Growth and Business Cycle Research <Manchester>"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Karanasos, Menelaos"
~type_genre:"Working Paper"
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Karanasos, Menelaos
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Australian National University / Faculty of Economics and Commerce
Birkbeck College / Department of Economics
Centre for Growth and Business Cycle Research <Manchester>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
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1996
Persistent link: https://www.econbiz.de/10000953935
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