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

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

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Detalles Bibliográficos
Autor principal:	Shephard, N
Formato:	Journal article
Lenguaje:	English
Publicado:	1994

Local scale models: state space alternative to integrated GARCH processes

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

Publicado 1994

Journal article