A note on inequality constraints in the GARCH model

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/41700

Title:	A note on inequality constraints in the GARCH model
Authors:	Tsai, Henghsiu Chan, Kung-Sik
Issue Date:	2008-06-01
Relation:	Econometric Theory 24, 823-828
URI:	http://ir.sinica.edu.tw/handle/201000000A/41700
ISSN:	http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=Drexel&SrcApp=hagerty_opac&KeyRecord=0266-4666&DestApp=JCR&RQ=IF_CAT_BOXPLOT
URL:	http://journals.cambridge.org/download.php?file=%2FECT%2FS0266466608080432a.pdf&code=6ee89583d8fdf16f5695a37a3d8fa71f
Appears in Collections:	統計科學研究所

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