Subject
Applied Mathematics,Economics and Econometrics
Reference37 articles.
1. Convergence of Probability Measures;Billingsley,1968
2. Studies in stock price volatility changes;Black,1976
3. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986
4. Stationarity of GARCH processes and of some nonnegative time series;Bougerol;Journal of Econometrics,1992
5. The stochastic equation Yn+1 = AnYn+Bn with stationary coefficients;Brandt;Advances in Applied Probability,1986
Cited by
270 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献