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FITTING NONLINEAR TIME-SERIES MODELS WITH APPLICATIONS TO STOCHASTIC VARIANCE MODELS.

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Bibliographic Details
Title: FITTING NONLINEAR TIME-SERIES MODELS WITH APPLICATIONS TO STOCHASTIC VARIANCE MODELS.
Authors: Shephard, N.
Source: Journal of Applied Econometrics. Oct-Dec93 Supplement, Vol. 8, pS135-S152. 18p. 2 Charts, 6 Graphs.
Database: Mathematics Source
Description
ISSN:08837252
DOI:10.1002/jae.3950080509