"Random coefficient GARCH models."

A. Thavaneswaran, Srimantoorao Semischetty Appadoo, M. Samanta (2005)

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DOI: 10.1016/J.MCM.2004.02.032

access: open

type: Journal Article

metadata version: 2021-02-17

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A. Thavaneswaran, Srimantoorao Semischetty Appadoo, M. Samanta:
Random coefficient GARCH models. Math. Comput. Model. 41(6-7): 723-733 (2005)

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