GARCH gamma /

Main Author: Engle, R. F.
Corporate Author: National Bureau of Economic Research
Other Authors: Rosenberg, Joshua
Format: Book
Language:English
Published: Cambridge, MA (1050 Massachusetts Avenue, Cambridge, MA 02138) : National Bureau of Economic Research, 1995.
Series:NBER working paper series ; working paper no. 5128
Subjects:
Item Description:Also available to subscribers via the World Wide Web.
Physical Description:17, [12] p. : ill. ; 22 cm.
Bibliography:Includes bibliographical references.