"Generalized EGARCH Random Effect Models Application to Financial Time Series."

Edilberto Cepeda Cuervo (2010)

> Home

Details and statistics

DOI: 10.1080/03610918.2010.503016

access: closed

type: Journal Article

metadata version: 2020-05-10

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/cssc/Cuervo10
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cssc/Cuervo10
Edilberto Cepeda Cuervo:
Generalized EGARCH Random Effect Models Application to Financial Time Series. Commun. Stat. Simul. Comput. 39(8): 1517-1529 (2010)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.