Generalized autoregressive conditional heteroskedasticity

Generalized autoregressive conditional heteroskedasticity

1986 | Tim Bollerslev
The provided text is the header and copyright information for a research paper titled "Generalized Autoregressive Conditional Heteroskedasticity" by Tim Bollerslev, published in the EERI Research Paper Series No 01/1986. The paper is copyrighted by Tim Bollerslev and published by the Economics and Econometrics Research Institute (EERI) in Brussels, Belgium. The institute's contact details and website are also included.The provided text is the header and copyright information for a research paper titled "Generalized Autoregressive Conditional Heteroskedasticity" by Tim Bollerslev, published in the EERI Research Paper Series No 01/1986. The paper is copyrighted by Tim Bollerslev and published by the Economics and Econometrics Research Institute (EERI) in Brussels, Belgium. The institute's contact details and website are also included.
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