Example: stock market
GENERALIZED AUTOREGRESSIVE CONDITIONAL …
Journal of Econometrics 31 (1986) 307-327. North-Holland GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY Tim BOLLERSLEV* University of California at San Diego, La Jolla, CA 92093, USA Institute of Economics, University of Aarhus, Denmark ... section 5. If all the roots of 1-B(z)=0 lie outside the unit circle, (2) can be rewritten as a ...
Download GENERALIZED AUTOREGRESSIVE CONDITIONAL …
Information
Domain:
Source:
Link to this page: