An empirical analysis of alternative parametric ARCH models
- 1 March 2000
- journal article
- research article
- Published by Wiley in Journal of Applied Econometrics
- Vol. 15 (2) , 117-136
- https://doi.org/10.1002/(sici)1099-1255(200003/04)15:2<117::aid-jae550>3.0.co;2-4
Abstract
No abstract availableKeywords
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