Modeling The persistence Of Conditional Variances: A Comment
- 1 January 1986
- journal article
- research article
- Published by Taylor & Francis in Econometric Reviews
- Vol. 5 (1) , 51-56
- https://doi.org/10.1080/07474938608800096
Abstract
(1986). Modeling The persistence Of Conditional Variances: A Comment. Econometric Reviews: Vol. 5, No. 1, pp. 51-56.Keywords
This publication has 2 references indexed in Scilit:
- ARCH and Bilinear Time Series Models: Comparison and CombinationJournal of Business & Economic Statistics, 1986
- A Subordinated Stochastic Process Model with Finite Variance for Speculative PricesEconometrica, 1973