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)
Date: Written 1994
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http://hdl.handle.net/1866/2107 (application/pdf)

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

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