Random Coefficient GARCH(1,1) Model With i.i.d. Coefficients
Work
Year: 2004
Type: article
Source: Lithuanian Mathematical Journal
Author A. Klivečka
Institution Vilnius University
Cites: 19
Cited by: 3
Related to: 10
FWCI:
Citation percentile (by year/subfield): 60.5
Subfield: Finance
Domain: Social Sciences
Open Access status: closed