Instability and long memory in conditional variances

Ignacio Mauleón

Journal de la société française de statistique (1997)

  • Volume: 138, Issue: 4, page 67-88
  • ISSN: 1962-5197

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Mauleón, Ignacio. "Instability and long memory in conditional variances." Journal de la société française de statistique 138.4 (1997): 67-88. <http://eudml.org/doc/199031>.

@article{Mauleón1997,
author = {Mauleón, Ignacio},
journal = {Journal de la société française de statistique},
language = {eng},
number = {4},
pages = {67-88},
publisher = {Société de statistique de Paris},
title = {Instability and long memory in conditional variances},
url = {http://eudml.org/doc/199031},
volume = {138},
year = {1997},
}

TY - JOUR
AU - Mauleón, Ignacio
TI - Instability and long memory in conditional variances
JO - Journal de la société française de statistique
PY - 1997
PB - Société de statistique de Paris
VL - 138
IS - 4
SP - 67
EP - 88
LA - eng
UR - http://eudml.org/doc/199031
ER -

References

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