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
Library of Congress subject classification:	H Social Sciences > H Social Sciences (General) H Social Sciences > HA Statistics
Sets:	Collections > Economists Online Departments > Economics Departments > Statistics
Rights:	http://www.lse.ac.uk/library/rights/LSERO.htm
URL:	http://eprints.lse.ac.uk/6261/

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