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~isPartOf:"Journal of applied econometrics"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Risikomanagement"
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ARCH model
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Lucas, André
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Dijk, Dick van
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Koopman, Siem Jan
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Journal of applied econometrics
Discussion paper / Tinbergen Institute
12
International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economisch en sociaal tijdschrift : een driemaandelijke uitgave van de Universitaire Faculteiten Sint-Ignatius te Antwerpen
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Report / Econometric Institute, Erasmus University Rotterdam
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Business and default cycles for credit risk
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 311-323
Persistent link: https://www.econbiz.de/10002729166
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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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