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

Dong Li Tsinghua University

Statistics Theory and Methods mathscidoc:1712.33001

journal
No abstract uploaded!
Zero-drift GARCH model
[ Download ] [ 2017-12-10 10:19:33 uploaded by malidong ] [ 1042 downloads ] [ 0 comments ]
@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.
Please log in for comment!
 
 
Contact us: office-iccm@tsinghua.edu.cn | Copyright Reserved