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Selecting the order of an ARCH model
Hughes, Anthony W.
;
King, Maxwell L.
;
Kwek, Kian Teng
- In:
Economics letters
83
(
2004
)
2
,
pp. 269
Persistent link: https://www.econbiz.de/10006757765
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Selecting the order of an ARCH model
Hughes, Anthony W.
;
King, Maxwell L.
;
Teng, Kwek Kian
- In:
Economics letters
83
(
2004
)
2
,
pp. 269-275
Persistent link: https://www.econbiz.de/10001991685
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