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GARCH and irregularly spaced data
Meddahi, Nour; Renault, Eric; Werker, Bas J. M. - In: Economics letters 90 (2006) 2, pp. 200-204
Persistent link: https://www.econbiz.de/10003275843
Cover Image
GARCH and irregularly spaced data
Meddahi, Nour; Renault, Eric; Werker, Bas - In: Economics letters 90 (2006) 2, pp. 200-204
Persistent link: https://www.econbiz.de/10006748329
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Memory and infrequent breaks
Gourieroux, Christian; Jasiak, Joann - In: Economics letters 70 (2001) 1, pp. 29-42
Persistent link: https://www.econbiz.de/10006776285