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~isPartOf:"Journal of applied econometrics"
~language:"eng"
~person:"Dijk, Dick van"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Capital income"
~type_genre:"Article in journal"
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Dijk, Dick van
McAleer, Michael
Franses, Philip Hans
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Journal of applied econometrics
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Maximum likelihood estimation of STAR and STAR-GARCH models : theory and Monte Carlo evidence
Chan, Felix
;
McAleer, Michael
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 509-534
Persistent link: https://www.econbiz.de/10001709313
Saved in:
2
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
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