Reference
Nour Meddahi, Eric Renault, and Bas Werker, “GARCH and Irregularly Spaced Data”, Economics Letters, Elsevier, vol. 90, n. 2, February 2006, pp. 200–204.
Published in
Economics Letters, Elsevier, vol. 90, n. 2, February 2006, pp. 200–204
Article
Nour Meddahi, Eric Renault, and Bas Werker, “GARCH and Irregularly Spaced Data”, Economics Letters, Elsevier, vol. 90, n. 2, February 2006, pp. 200–204.
Economics Letters, Elsevier, vol. 90, n. 2, February 2006, pp. 200–204