Joint Statistics Seminar The Hong Kong University of Science and Technology GARCH Model with Ergodic and Stationary Rescaled Errors by

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Date: 2009-02-02 21:58:08 Autoregressive conditional heteroskedasticity Heteroscedasticity Estimator Time series Heteroscedasticity-consistent standard errors Statistics Econometrics Time series analysis		Joint Statistics Seminar The Hong Kong University of Science and Technology GARCH Model with Ergodic and Stationary Rescaled Errors by Add to Reading List Source URL: www.bm.ust.hk Download Document from Source Website File Size: 92,58 KB Share Document on Facebook