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~institution:"School of Business and Economics, Wilfrid Laurier University"
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Stochastic Volatility.
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Ghysels, E.
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School of Business and Economics, Wilfrid Laurier University
Département de Sciences Économiques, Université de Montréal
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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On the (MIS)Specification of Seasonality and Its Consequences : An Empirical Investigation with U.S. Data.
Ghysels, E.
;
Lee, H.S.
;
Siklos, P.L.
-
School of Business and Economics, Wilfrid Laurier University
-
1992
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