Statistical aspects of ARCH and stochastic volatility View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

1996

AUTHORS

Neil Shephard

ABSTRACT

N/A

PAGES

1-67

Book

TITLE

Time Series Models

ISBN

978-0-412-72930-0
978-1-4899-2879-5

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-1-4899-2879-5_1

DOI

http://dx.doi.org/10.1007/978-1-4899-2879-5_1

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1089745766


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