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Generalized autoregressive conditional heteroskedasticity
Author(s):
Tim Bollerslev
Publication date
Created:
April 1986
Publication date
(Print):
April 1986
Journal:
Journal of Econometrics
Publisher:
Elsevier BV
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Author and article information
Journal
Title:
Journal of Econometrics
Abbreviated Title:
Journal of Econometrics
Publisher:
Elsevier BV
ISSN (Print):
03044076
Publication date Created:
April 1986
Publication date (Print):
April 1986
Volume
: 31
Issue
: 3
Pages
: 307-327
Article
DOI:
10.1016/0304-4076(86)90063-1
SO-VID:
6e6ab49c-bcf4-414d-8136-d02a79faeca2
Copyright ©
© 1986
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