Narrow search
Showing 1 - 2 of 2
Cover Image
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
Cover Image
GRCH 2.2: an Ox package for estimating and forecasting various ARCH models
Laurent, Sébastien; Peters, Jean-Philippe - In: Contributions to financial econometrics : theoretical …, (pp. 211-249). 2003
Persistent link: https://www.econbiz.de/10001932675