Hostname: page-component-6bf8c574d5-gr6zb Total loading time: 0 Render date: 2025-02-14T11:15:42.925Z Has data issue: false hasContentIssue false
  • English
  • Français

Solutions: An Approximation to GARCH

Published online by Cambridge University Press:  11 February 2009

Offer Lieberman
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Notes and Problems
Information
Econometric Theory , Volume 12 , Issue 2 , June 1996 , pp. 396 - 401
Copyright
Copyright © Cambridge University Press 1996

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

Bollerslev, T. (1986) Generalized autoregressive conditional heteroscedasticity. Journal of Econometrics 31, 307–327.CrossRefGoogle Scholar
Johnson, N.L. & Kotz, S. (1970) Continuous Univariate Distributions 2. Boston: Houghton Mifflin.Google Scholar