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GARCH gamma

Author: R F Engle; Joshua Rosenberg; National Bureau of Economic Research.
Publisher: Cambridge, MA (1050 Massachusetts Avenue, Cambridge 02138) : National Bureau of Economic Research, ©1995.
Series: Working paper series (National Bureau of Economic Research), working paper no. 5128.
Edition/Format:   Print book : EnglishView all editions and formats
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: R F Engle; Joshua Rosenberg; National Bureau of Economic Research.
OCLC Number: 32764650
Description: 17, [8] pages : illustrations ; 22 cm.
Series Title: Working paper series (National Bureau of Economic Research), working paper no. 5128.
Responsibility: Robert F. Engle, Joshua V. Rosenberg.

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Linked Data


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