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OF Journal of Econometrics 74 {19961 3-30 OF Journal of Econometrics 74 {19961 3-30

OF Journal of Econometrics 74 {19961 3-30 - PDF document

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OF Journal of Econometrics 74 {19961 3-30 - PPT Presentation

integrated generalized autoregressive conditional heteroskedasticity T Baillie a Tim Boierslev b Hans Ole Mikkelsen c of Economics Michigan State UnireriO East Lansing M 48824 The new cl ID: 91939

integrated generalized autoregressive conditional heteroskedasticity

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