Generalized Autoregressive Conditional Heteroskedasticity

·1986·DOI

Health Sciences and Innovation

Engineering and Modeling Sciences

Statistical Modeling Techniques

Model Assessment and Evaluation

Role in the Field

Neutralin Health Sciences and Innovation

Neutralin Engineering and Modeling Sciences

Neutralin Statistical Modeling Techniques

Neutralin Model Assessment and Evaluation

Abstract

Citations

13,677

Year

1986

PageRank

5.8 / 10

Relative influence (log-scaled)