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Solutions: An Approximation to GARCH

Published online by Cambridge University Press:  11 February 2009

Offer Lieberman
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Type
Notes and Problems
Information
Econometric Theory , Volume 12 , Issue 2 , June 1996 , pp. 396 - 401
Copyright
Copyright © Cambridge University Press 1996

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References

REFERENCES

Bollerslev, T. (1986) Generalized autoregressive conditional heteroscedasticity. Journal of Econometrics 31, 307–327.CrossRefGoogle Scholar
Johnson, N.L. & Kotz, S. (1970) Continuous Univariate Distributions 2. Boston: Houghton Mifflin.Google Scholar