Inequality constraints in the fractionally integrated GARCH model

Conrad, Christian ; Haag, Berthold R.

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Document Type: Article
Year of publication: 2006
The title of a journal, publication series: Journal of Financial Econometrics
Volume: 4
Issue number: 3
Page range: 413-449
Place of publication: Oxford
Publishing house: University Press
ISSN: 1479-8409 , 1479-8417
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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