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A note on GARCH model identification

✍ Scribed by M. Ghahramani; A. Thavaneswaran

Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 232 KB
Volume: 55
Category: Article
ISSN: 0898-1221
DOI: 10.1016/j.camwa.2007.10.001

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