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Arvanitis, Stelios
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The diffusion limit of a TVP-GQARCH-M(1,1) model
Arvanitis, Stelios
- In:
Econometric theory
20
(
2004
)
1
,
pp. 161-175
Persistent link: https://www.econbiz.de/10001904883
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THE DIFFUSION LIMIT OF A TVP-GQARCH-M(1,1) MODEL
Arvanitis, Stelios
- In:
Econometric Theory
20
(
2004
)
01
,
pp. 161-175
Persistent link: https://www.econbiz.de/10005610439
Saved in:
3
THE DIFFUSION LIMIT OF A TVP-GQARCH-M(1,1) MODEL
Arvanitis, Stelios
- In:
Econometric theory
20
(
2004
)
1
,
pp. 161-175
Persistent link: https://www.econbiz.de/10006965152
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