A note on stochastic difference equations and its application to GARCH models
Tong, Howell; and Zhang, Z
(2004)
A note on stochastic difference equations and its application to GARCH models.
Chinese Journal of Applied Probability and Statistics, 20.
pp. 259-269.
ISSN 1001-4268
| Item Type | Article |
|---|---|
| Departments |
Economics Statistics |
| Date Deposited | 02 Jul 2008 14:45 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6261 |