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
|