GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION
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Publication:3551009
DOI10.1017/S0266466608080614zbMath1277.62214OpenAlexW2130492799MaRDI QIDQ3551009
Offer Lieberman, Felix T. S. Chan, Michael McAleer, Suhejla Hoti
Publication date: 8 April 2010
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466608080614
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; economic indices and measures (91B82)
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