Title of article
Moving average conditional heteroskedastic processes
Author/Authors
Minxian، نويسنده , , Yang; Bewley، نويسنده , , Ronald ، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
6
From page
367
To page
372
Abstract
MACH processes are proposed to model volatile time series where effects of shocks on conditional variance are transitory.
Keywords
Time series: \יo/atiltt\י: (יonditlonal VanaI1Cl:
Journal title
Economics Letters
Serial Year
1995
Journal title
Economics Letters
Record number
434009
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