GARCH and irregularly spaced data

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

Research output: Contribution to journalArticleScientificpeer-review

17 Citations (Scopus)
Original languageEnglish
Pages (from-to)200-204
JournalEconomics Letters
Volume90
Issue number2
Publication statusPublished - 2006

Cite this

Meddahi, N., Renault, E., & Werker, B. J. M. (2006). GARCH and irregularly spaced data. Economics Letters, 90(2), 200-204.