Local Scale Models: State Space Alternative to Integrated GARCH Processes.

Local Scale Models: State Space Alternative to Integrated GARCH Processes.

Show other versions (1)

Bibliographic Details
Main Author:	Shephard, N
Format:	Journal article
Language:	English
Published:	1994

Local scale models: state space alternative to integrated GARCH processes

Local scale models: state space alternative to integrated GARCH processes by Shephard, N

Published 1994

Journal article