GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model

• 1 January 1998
• journal article
• Published by Walter de Gruyter GmbH in Studies in Nonlinear Dynamics and Econometrics
• Vol. 2  (4)
• https://doi.org/10.2202/1558-3708.1035

Abstract

All Related Versions

• Version 1, RePEc (Unconfirmed version)