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Generalized autoregressive conditional heteroskedasticity - MaRDI portal

Generalized autoregressive conditional heteroskedasticity

From MaRDI portal
Publication:128861

DOI10.1016/0304-4076(86)90063-1WikidataQ29013119 ScholiaQ29013119MaRDI QIDQ128861

Tim Bollerslev

Publication date: April 1986

Published in: Journal of Econometrics (Search for Journal in Brave)




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