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A note on stochastic difference equations and its application to GARCH models

Tong, Howell and Zhang, Z (2004) A note on stochastic difference equations and its application to GARCH models. Chinese Journal of Applied Probability and Statistics, 20. pp. 259-269. ISSN 1001-4268

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Item Type: Article
Official URL: http://aps.ecnu.edu.cn/EN/volumn/current.shtml
Additional Information: © 2004 Yingyong Gailu Tongji
Divisions: Economics
Statistics
Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HA Statistics
Date Deposited: 02 Jul 2008 14:45
Last Modified: 15 Sep 2023 13:06
URI: http://eprints.lse.ac.uk/id/eprint/6261

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