Fractionally integrated generalized autoregressive conditional heteroskedasticity

• Richard T. Baillie

• Tim Bollerslev

• Hans Ole Mikkelsen

Journal

• Journal of Econometrics

  Journal of Econometrics 74 (1), 3-30, 1996-09

  Elsevier BV

Keywords

• Applied Mathematics
• Economics and Econometrics

Details

• CRID: 1361137045974062336
• NII Article ID: 30009034180
• DOI: 10.1016/s0304-4076(95)01749-6
• ISSN: 03044076
• Web Site: https://api.elsevier.com/content/article/PII:S0304407695017496?httpAccept=text/xml
• Web Site: https://api.elsevier.com/content/article/PII:S0304407695017496?httpAccept=text/plain
• Data Source:
  • Crossref
  • CiNii Articles