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On the Correlation Structure for the Generalized Autoregressive Conditional Heteroskedastic Process

Publication ,  Journal Article
Bollerslev, T
Published in: Journal of Time Series Analysis
1988

Duke Scholars

Published In

Journal of Time Series Analysis

Publication Date

1988

Volume

9

Issue

2

Start / End Page

121 / 131

Related Subject Headings

  • Econometrics
  • 4905 Statistics
  • 3802 Econometrics
  • 1403 Econometrics
  • 0104 Statistics
  • 0103 Numerical and Computational Mathematics
 

Citation

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Bollerslev, T. (1988). On the Correlation Structure for the Generalized Autoregressive Conditional Heteroskedastic Process. Journal of Time Series Analysis, 9(2), 121–131.
Bollerslev, T. “On the Correlation Structure for the Generalized Autoregressive Conditional Heteroskedastic Process.” Journal of Time Series Analysis 9, no. 2 (1988): 121–31.
Bollerslev T. On the Correlation Structure for the Generalized Autoregressive Conditional Heteroskedastic Process. Journal of Time Series Analysis. 1988;9(2):121–31.
Bollerslev, T. “On the Correlation Structure for the Generalized Autoregressive Conditional Heteroskedastic Process.” Journal of Time Series Analysis, vol. 9, no. 2, 1988, pp. 121–31.
Bollerslev T. On the Correlation Structure for the Generalized Autoregressive Conditional Heteroskedastic Process. Journal of Time Series Analysis. 1988;9(2):121–131.

Published In

Journal of Time Series Analysis

Publication Date

1988

Volume

9

Issue

2

Start / End Page

121 / 131

Related Subject Headings

  • Econometrics
  • 4905 Statistics
  • 3802 Econometrics
  • 1403 Econometrics
  • 0104 Statistics
  • 0103 Numerical and Computational Mathematics