GARCH and irregularly spaced data

N. Meddahi, E. Renault, B.J.M. Werker

Research output: Contribution to journal › Article › Scientific › peer-review

Cite this

@article{d76da6b19070449cb476bb6db9ad9b77,

title = "GARCH and irregularly spaced data",

author = "N. Meddahi and E. Renault and B.J.M. Werker",

note = "DP 0327",

year = "2006",

language = "English",

volume = "90",

pages = "200--204",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier B.V.",

number = "2",

}