Quadratic ARCH Models
- 1 October 1995
- journal article
- research article
- Published by Oxford University Press (OUP) in The Review of Economic Studies
- Vol. 62 (4) , 639-661
- https://doi.org/10.2307/2298081
Abstract
We introduce a new model for time-varying conditional variances as the most general quadratic version possible within the ARCH class. Hence, it encomAll Related Versions
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