A note on stochastic difference equations and its application to GARCH models

Tong, H. & Zhang, Z. (2004). A note on stochastic difference equations and its application to GARCH models. Chinese Journal of Applied Probability and Statistics, 20, 259-269.
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Item Type Article
Copyright holders © 2004 Yingyong Gailu Tongji
Departments LSE > Academic Departments > Economics
LSE > Academic Departments > Statistics
Date Deposited 02 Jul 2008
URI https://researchonline.lse.ac.uk/id/eprint/6261

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