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Title
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The GARCH(1,1)-M model: results for the densities of the variance and the mean
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Author
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Language
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English
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Source (journal)
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Insurance : mathematics and economics. - Amsterdam
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Publication
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Amsterdam
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1999
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ISSN
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0167-6687
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DOI
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10.1016/S0167-6687(98)00040-7
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Volume/pages
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24
(1999)
, p. 83-94
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ISI
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000088110300008
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Full text (Publisher's DOI)
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