GARCH 101: The Use of ARCH/GARCH Models in Applied...

Journal of Economic Perspectives 2001 / AUT Vol. 15; Iss. 4

GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics

Robert Engle
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Volume:
15
Language:
english
Journal:
The Journal of Economic Perspectives
DOI:
10.2307/2696523
Date:
January, 2001
File:
PDF, 273 KB
english, 2001
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