Interaction between autocorrelation and conditional heteroskedasticity : a random coefficient approach
Bera, Anil K.; Lee, Sangkyu
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https://hdl.handle.net/2142/29926
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Title Interaction between autocorrelation and conditional heteroskedasticity : a random coefficient approach Author(s) Bera, Anil K. Lee, Sangkyu Issue Date 1989-04 Publisher Urbana, Ill. : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign Series/Report Name or Number BEBR faculty working paper ; no. 1557 Type of Resource text Language eng Permalink http://hdl.handle.net/2142/29926 Has Version(s) http://hdl.handle.net/10111/UIUCOCA:interactionbetwe1557bera http://www.archive.org/details/interactionbetwe1557bera Copyright and License Information Copyright April 1989 Board of Trustees University of Illinois.
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