[TITLE] Stationarity and Persistence in the GARCH(1,1) Model
[author] Nelson, Daniel B
journal Econometric Theory
Volume (Year): 6 (1990)
Issue (Month): 3 (September)
Pages: 318-34
发到zwen1983@163.com 就可以了,赙赠 ¥10,000M。(这文章较难找)
多谢啊
[此贴子已经被作者于2006-6-7 14:08:33编辑过]


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