ON THE CORRELATION STRUCTURE FOR THE GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTIC PROCESS
- 1 March 1988
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 9 (2) , 121-131
- https://doi.org/10.1111/j.1467-9892.1988.tb00459.x
Abstract
No abstract availableKeywords
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