Generalized autoregressive conditional heteroskedasticity
Generalized autoregressive conditional heteroskedasticity is one of 9,000 studies in the ScholarPulse dataset. Key details — Authors: Tim Bollerslev; Journal / source: Journal of Econometrics; Year: 1986.
| Authors | Tim Bollerslev |
|---|---|
| Journal / source | Journal of Econometrics |
| Year | 1986 |
| Field | Monetary Policy and Economic Impact |
| Times cited | 22254 |
| Type | article |
| DOI / link | https://doi.org/10.1016/0304-4076(86)90063-1 |