Author:
Baillie Richard T.,DeGennaro Ramon P.
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance,Accounting
Reference27 articles.
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3. Bollerslev, Tim. ?Generalized Autoregressive Conditional Heteroskedasticity.?Journal of Econometrics 31 (1986), 307?328.
4. ?A Conditional Heteroskedastic Time Series Model for Speculative Prices and Rates of Return.?Review of Economics and Statistics 69 (1987), 542?547.
5. DeGennaro, Ramon P. ?Payment Delays: Bias in the Yield Curve.?Journal of Money, Credit and Banking 20 (1988), 684?690.
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