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G@RCH 2.2: An Ox Package for E...
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G(commat)RCH 2.2: An Ox Package for Estimating and Forecasting Various ARCH Models
Laurent, Sébastien
;
Peters, Jean-Philippe
- In:
Journal of economic surveys
16
(
2002
)
3
,
pp. 447
Persistent link: https://www.econbiz.de/10007661922
Saved in:
2
GRCH 2.2 : an Ox package for estimating and forecasting various ARCH models
Laurent, Sébastien
;
Peters, Jean-Philippe
- In:
Journal of economic surveys
16
(
2002
)
3
,
pp. 447-485
Persistent link: https://www.econbiz.de/10001686271
Saved in:
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