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~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~isPartOf:"Working paper"
~person:"Bollerslev, Tim"
~subject:"Dynamic equilibrium"
~subject:"Korrelation"
~subject:"Time series analysis"
~type_genre:"Working Paper"
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Discussion papers / Department of Economics, University of Copenhagen
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Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
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1994
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Persistent link: https://www.econbiz.de/10000891757
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