GARCH modelling in finance: a review of the software options

Chris Brooks

Research output: Contribution to journal › Article (Academic Journal) › peer-review

Access to Document

@article{4cd60c45814d44cfae47f92a327beb8a,

title = "GARCH modelling in finance: a review of the software options",

author = "Chris Brooks",

year = "1997",

month = jul,

day = "1",

language = "English",

volume = "107",

pages = "1271--1276",

journal = "Economic Journal",

issn = "0013-0133",

publisher = "Wiley-Blackwell",

number = "443",

}