Generalized Autoregressive Conditional. Heteroskedasticity as a Model of the Distribution of. Futures Returns by. B. Wade Brorsen and Seung-Ryong Yang.
Generalized Autoregressive Conditional Heteroskedasticity as a Model of the Distribution of Futures Returns by B. Wade Brorsen and Seung-Ryong Yang
Suggested citation format: Brorsen, B. W., and S.-R. Yang. 1989. “Generalized Autoregressive Conditional Heteroskedasticity as a Model of the Distribution of Futures Returns.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
