Prediction in Dynamic Models with Time Dependent Conditional Variances
Publication
, Journal Article
Bollerslev Richard, T; Baillie, T
Published in: Journal of Econometrics
1992
Duke Scholars
Published In
Journal of Econometrics
Publication Date
1992
Volume
52
Issue
1
Start / End Page
91 / 113
Related Subject Headings
- Econometrics
- 4905 Statistics
- 3802 Econometrics
- 3801 Applied economics
- 1403 Econometrics
- 1402 Applied Economics
- 0104 Statistics
Citation
APA
Chicago
ICMJE
MLA
NLM
Bollerslev Richard, T., & Baillie, T. (1992). Prediction in Dynamic Models with Time Dependent Conditional Variances. Journal of Econometrics, 52(1), 91–113.
Bollerslev Richard, T., and T. Baillie. “Prediction in Dynamic Models with Time Dependent Conditional Variances.” Journal of Econometrics 52, no. 1 (1992): 91–113.
Bollerslev Richard T, Baillie T. Prediction in Dynamic Models with Time Dependent Conditional Variances. Journal of Econometrics. 1992;52(1):91–113.
Bollerslev Richard, T., and T. Baillie. “Prediction in Dynamic Models with Time Dependent Conditional Variances.” Journal of Econometrics, vol. 52, no. 1, 1992, pp. 91–113.
Bollerslev Richard T, Baillie T. Prediction in Dynamic Models with Time Dependent Conditional Variances. Journal of Econometrics. 1992;52(1):91–113.
Published In
Journal of Econometrics
Publication Date
1992
Volume
52
Issue
1
Start / End Page
91 / 113
Related Subject Headings
- Econometrics
- 4905 Statistics
- 3802 Econometrics
- 3801 Applied economics
- 1403 Econometrics
- 1402 Applied Economics
- 0104 Statistics