Autoregressive conditional heteroscedasticity: A comparison of ARCH and random coefficient models
| Year of publication: |
1988
|
|---|---|
| Authors: | Wolff, Christian C. P. |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 27.1988, 2, p. 141-143
|
| Publisher: |
Elsevier |