A New Model: The k-Factor GIGARCH Process
Guegan, Dominique
HAL, halshs-00199207 / Harvested from HAL
Text on HAL
International audience
Publié le : 2000-07-05
Classification:  The k-Factor GIGARCH Process,  [SHS.ECO]Humanities and Social Sciences/Economies and finances,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR],  [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST] 
@article{halshs-00199207,
     author = {Guegan, Dominique},
     title = {A New Model: The k-Factor GIGARCH Process},
     journal = {HAL},
     volume = {2000},
     number = {0},
     year = {2000},
     language = {en},
     url = {http://dml.mathdoc.fr/item/halshs-00199207}
}

Guegan, Dominique. A New Model: The k-Factor GIGARCH Process. HAL, Tome 2000 (2000) no. 0, . http://gdmltest.u-ga.fr/item/halshs-00199207/