Robust Modelling of ARCH Models
| Year of publication: |
2001
|
|---|---|
| Authors: | Jiang, J. ; Zhao, Q. ; Hui, Y.V. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 20.2001, 2, p. 111-134
|