He, Changli a Teräsvirta, Timo. Properties of the autocorrelation function of squared observations for second order GARCH processes under two sets of parameter constraints. Stockholm: Stockholm School of Economics, 1997. 18 s.
Citace podle APAHe, C. (1997). Properties of the autocorrelation function of squared observations for second order GARCH processes under two sets of parameter constraints. Stockholm: Stockholm School of Economics.
Styl ChicagoHe, Changli. Properties of the Autocorrelation Function of Squared Observations for Second Order GARCH Processes Under Two Sets of Parameter Constraints. Stockholm: Stockholm School of Economics, 1997.
Citace podle MLAHe, Changli. Properties of the Autocorrelation Function of Squared Observations for Second Order GARCH Processes Under Two Sets of Parameter Constraints. Stockholm: Stockholm School of Economics, 1997.
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