SMEAL WIKI

Inequality Constraints in the Univariate GARCH Model

Daniel B. Nelson, Charles Cao
Year1992
VenueJournal of Business and Economic Statistics
Typearticle
Citations215
DOI10.2307/1391681
OpenAlexW4229851743

Topics

Probability and Risk ModelsUnivariateEconometricsAutoregressive conditional heteroskedasticityInequalityEconomics