PERSISTENCE IN VARIANCE, STRUCTURAL-CHANGE, AND THE GARCH MODEL

被引：530

作者：

LAMOUREUX, CG ^{[1
]}

LASTRAPES, WD ^{[1
]}

机构：

[1] LOUISIANA STATE UNIV,COLL BUSINESS ADM,DEPT ECON,BATON ROUGE,LA 70803

来源：

关键词：

D O I：

10.2307/1391985

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：225 / 234

页数：10

共 18 条

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