Publication
Title
Distributional results for the GARCH(1,1)-M model
Author
De Schepper, A.
Goovaerts, M.J.
Language
English
Source (series)
Working paper / RUCA. Departement Toegepaste Economische Wetenschappen , 97/01
Publication
Antwerpen
:
RUCA
,
1997
Volume/pages
23 p.
UAntwerpen
Faculty/Department
Faculty of Business and Economics
Research group
Publication type
Minutes and reports
Affiliation
Publications with a UAntwerp address
External links
Record
Identifier
Creation
08.10.2008
Last edited
07.10.2022
To cite this reference
https://hdl.handle.net/10067/211430151162165141