Properties of the autocorrelation function of squared observations for second order GARCH processes under two sets of parameter constraints
Hlavní autoři: | , |
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Korporativní autor: | |
Typ dokumentu: | Kniha |
Jazyk: | angličtina |
Rok: |
Stockholm :
Stockholm School of Economics,
1997
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Edice: | Working paper series in economics and finance;
no. 169; April 1997 |
Témata: |