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"RCA models with GARCH innovations."

A. Thavaneswaran, S. S. Appadoo, Melody Ghahramani (2009)

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DOI: 10.1016/J.AML.2008.02.015

access: closed

type: Journal Article

metadata version: 2022-08-11

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  - journals/appml/ThavaneswaranAG09
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  - https://dblp.org/rec/journals/appml/ThavaneswaranAG09
A. Thavaneswaran, S. S. Appadoo, Melody Ghahramani:
RCA models with GARCH innovations. Appl. Math. Lett. 22(1): 110-114 (2009)

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