Generalized autoregressive conditional heteroskedasticity
- 1 April 1986
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 31 (3) , 307-327
- https://doi.org/10.1016/0304-4076(86)90063-1
Abstract
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This publication has 10 references indexed in Scilit:
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