Meddahi, Nour, Renault, Eric and Werker, Bas (2006) GARCH and Irregularly Spaced Data. Economics Letters, 90 (2). pp. 200-204.
, Renault, Eric and Werker, Bas
(2006)
GARCH and Irregularly Spaced Data.
Economics Letters, 90 (2).
pp. 200-204.