Periodic Autoregressive Conditional Heteroskedasticity

Tim Bollerslev and Eric Ghysels ()

Cahiers de recherche from Universite de Montreal, Departement de sciences economiques

Keywords: ECONOMETRICS (search for similar items in EconPapers)
Pages: ; 27 pages
Date: 1994
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Citations: View citations in EconPapers (22)

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Related works:
Journal Article: Periodic Autoregressive Conditional Heteroscedasticity (1996)
Working Paper: Periodic Autoregressive Conditional Heteroskedasticity (1994)
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Persistent link: https://EconPapers.repec.org/RePEc:mtl:montde:9408

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