Work

Conditional Heteroscedastic Time Series Models

Year: 1987

Type: article

Source: Journal of the American Statistical Association

Author: Ruey S. Tsay

Institution: Carnegie Mellon University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2097856579

FWCI: 3.272

Cites: 35

Cited by: 264

Related to: 10