Generalized Autoregressive Conditional Heteroskedasticity as a Model of the Distribution of Futures Returns
1989
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Details
Title
Generalized Autoregressive Conditional Heteroskedasticity as a Model of the Distribution of Futures Returns
Author(s)
Subject(s)
Issue Date
1989-04
Publication Type
Conference Paper/ Presentation
DOI and Other Identifiers
Record Identifier
https://ageconsearch.umn.edu/record/285520
Language
English
Series Statement
NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management