Nonstationary ARCH and GARCH with t-Distributed Innovations
Research output: Working paper › Research
| Original language | English |
|---|---|
| Place of Publication | Copenhagen |
| Number of pages | 29 |
| Publication status | Published - 2015 |
| Series | University of Copenhagen. Institute of Economics. Discussion Papers (Online) |
|---|---|
| Number | 7 |
| Volume | 2015 |
| ISSN | 1601-2461 |
Bibliographical note
JEL Classification: C32.
Links
- https://www.economics.ku.dk/research/publications/wp/dp_2015/1507.pdf
Final published version
ID: 140021897