The ZD-GARCH model: A new way to study heteroscedasticity

Dong Li Tsinghua University

Statistics Theory and Methods mathscidoc:1712.33001

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Zero-drift GARCH model
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@inproceedings{dongthe,
  title={The ZD-GARCH model: A new way to study heteroscedasticity},
  author={Dong Li},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20171210101933234793861},
  booktitle={journal},
}
Dong Li. The ZD-GARCH model: A new way to study heteroscedasticity. In journal. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20171210101933234793861.
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