An Empirical Analysis of Alternative Parametric ARCH Models
Year of publication: |
2000
|
---|---|
Authors: | Loudon, G.F. ; Watt, W.H. ; Yadav, P.K. |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 15.2000, 2, p. 117-136
|
Saved in:
Saved in favorites
Similar items by person
-
Stock index futures mispricing: profit opportunities or risk premia?
Yadav, P.K., (1994)
-
Pectin lyases of a few indigenous fungal strains
Yadav, S., (2007)
-
MODELLING FINANCIAL FUTURES MISPRICING USING SELF-EXCITING THRESOLD AUTOREGRESSIVE PROCESSES
POPE, P.F., (1990)
- More ...