Learn about the generalized autoregressive conditional heteroskedasticity (GARCH) model in R with data from the DJIA 30 stock time series (2018) / Shi, Feng.
| Author/creator | Shi, Feng |
| Format | Electronic |
| Publication Info | [S.l.] : Sage Publications Ltd., |
| Supplemental Content | Full text available from Sage Research Methods Datasets Part 2 |
| General note | Title from content provider. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |