Metody Ilościowe w Badaniach Ekonomicznych > 2011 > 12 > 1 > 27-36
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journal ISSN : | 2082-792X |
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Bibliography
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Baillie R.T., Bollerslev T., Mikkelsen H.O. (1996) Fractionally Integrated Generalized Autoregressive Conditional Heteroskedasticity, Journal of Econometrics, Vol. 74, No. 1, pp. 3-30.
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Bollerslev T. (1986) Generalized Autoregressive Conditional Heteroscedasticity, Journal of Econometrics, Vol. 31, No. 3, pp. 307-327.
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Engle R.F. (1982) Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation, Econometrica, Vol. 50, No. 4, pp. 987-1008.