Open AccessEconomicsMathematics

Tim Bollerslev

1986.4.1Journal of Econometrics

DOI: 10.1016/0304-4076(86)90063-1

Abstract

Abstract is not available.

Citation format

BOLLERSLEV, Tim. Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, 1986, 31: 307–327.