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
APA
Chicago
ICMJE
MLA
NLM
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