Inequality constraints in the fractionally integrated GARCH model

DOI:	https://doi.org/10.1093/jjfinec/nbj015
URL:	https://academic.oup.com/jfec/article/4/3/413/2882...
Additional URL:	https://www.researchgate.net/publication/5213498_I...
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.

BASE: Conrad, Christian ; Haag, Berthold R.

Google Scholar: Conrad, Christian ; Haag, Berthold R.

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