Bilinear generalised autoregressive conditional heteroskedasticity
Subtitle: with applications to the equity market
By: NicholasBiekpe.
Contributors: Queen's University of Belfast. School of Finance and Information. Accounting and Finance Division.
Series: Working papers in accounting and finance / Queen's University of Belfast -- A/F 93-6
Publisher: Queen's University
Published: 1993
Place of publication: [Belfast]
Language: eng