Non-negativity conditions for the hyperbolic GARCH model

Conrad, Christian

DOI:	https://doi.org/10.1016/j.jeconom.2010.03.045
URL:	https://www.sciencedirect.com/science/article/pii/...
Additional URL:	https://www.researchgate.net/publication/222215341...
Document Type:	Article
Year of publication:	2010
The title of a journal, publication series:	Journal of Econometrics
Volume:	157
Issue number:	2
Page range:	441-457
Place of publication:	Amsterdam [u.a.]
Publishing house:	Elsevier
ISSN:	0304-4076
Publication language:	English
Institution:	Außerfakultäre Einrichtungen > Graduate School of Economic and Social Sciences - CDSE (Economics)
Subject:	330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.

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