Department of Economics and Business Economics

Conditional heteroskedasticity

Research output: Contribution to book/anthology/report/proceedingEncyclopedia entryResearchpeer-review

  • School of Economics and Management
Original languageEnglish
Title of host publicationEncyclopedia of Quantitative Finance
EditorsRama Cont
Place of publicationHoboken, N.J.
PublisherJohn Wiley & Sons Ltd
Publication year2010
Pages809-820
ISBN (print)9780470057568
ISBN (Electronic)9780470061602
Publication statusPublished - 2010

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ID: 34296049