Small-Sample Properties of ARCH Estimators and Tests.
| Year of publication: |
1985
|
|---|---|
| Authors: | Engle, Robert F. ; Hendry, David F. ; Trumble, David |
| Published in: |
Canadian Journal of Economics. - Canadian Economics Association - CEA. - Vol. 18.1985, 1, p. 66-93
|
| Publisher: |
Canadian Economics Association - CEA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Notes: | Published |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005272023