Article

GARCH and Irregularly Spaced Data

Nour Meddahi, Eric Renault, and Bas Werker

Reference

Nour Meddahi, Eric Renault, and Bas Werker, GARCH and Irregularly Spaced Data, Economics Letters, Elsevier, vol. 90, n. 2, February 2006, pp. 200–204.

Published in

Economics Letters, Elsevier, vol. 90, n. 2, February 2006, pp. 200–204