"Identification of a class of generalized autoregressive conditional ..."

Yin Wang et al. (2015)

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DOI: 10.1109/CDC.2015.7402327

access: closed

type: Conference or Workshop Paper

metadata version: 2018-11-06

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Yin Wang, Mario Sznaier, Octavia I. Camps, Felipe M. Pait:
Identification of a class of generalized autoregressive conditional heteroskedasticity (GARCH) models with applications to covariance propagation. CDC 2015: 795-800

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