Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model

MLA

Old, Oliver. Modeling Time-varying Unconditional Variance by Means of a Free-knot Spline-garch Model. Wiesbaden: Springer Fachmedien Wiesbaden GmbH, 2022.

APA

Old, O. (2022). Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model. Wiesbaden: Springer Fachmedien Wiesbaden GmbH.

Chicago

Old, Oliver. Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-Garch Model. Wiesbaden: Springer Fachmedien Wiesbaden GmbH, 2022.