Nonstationary GARCH with t-distributed innovations
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Economics Letters |
| Volume | 138 |
| Pages (from-to) | 19-21 |
| ISSN | 0165-1765 |
| DOIs | |
| Publication status | Published - 2016 |
Bibliographical note
JEL Classification: C32
ID: 149043501