The GARCH (1,1)-M model: results for the density and the mean

Authors
Publication date 1999
Journal Insurance: Mathematics & Economics
Volume | Issue number 24 | 1-2
Pages (from-to) 83-94
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Article
Published at https://doi.org/10.1016/S0167-6687(98)00040-7
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