Simultaneously modeling conditional heteroskedasticity and scale change

Feng, Yuanhua . Econometric Theory 2004. 20 (3) :563-596

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Bibtex

@article{CIS-188486,
  Author = {Feng, Yuanhua},
  Title = {Simultaneously modeling conditional heteroskedasticity and scale change},
  Journal = {Econometric Theory},
  Volume = {20},
  Number = {3},
  Year = {2004},
  Pages = {563--596},
  Keywords = {GARCH}
}

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