Non-negativity conditions for the hyperbolic GARCH model
Saved in:
| Main Author: | |
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| Format: | Article (Journal) |
| Language: | English |
| Published: |
2010
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| In: |
Journal of econometrics
Year: 2010, Volume: 157 |
| DOI: | 10.1016/j.jeconom.2010.03.045 |
| Online Access: | Verlag, Volltext: http://dx.doi.org/10.1016/j.jeconom.2010.03.045
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| Author Notes: | Christian Conrad |
| Item Description: | Gesehen am 07.09.2016 |
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| Physical Description: | Online Resource |
| DOI: | 10.1016/j.jeconom.2010.03.045 |