Econometrics Special || Small-Sample Properties of ARCH...

Canadian Journal of Economics/Revue canadienne d'économique 1985 / 02 Vol. 18; Iss. 1

Econometrics Special || Small-Sample Properties of ARCH Estimators and Tests

Robert F. Engle, David F. Hendry and David Trumble
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Volume:
18
Language:
english
Journal:
The Canadian Journal of Economics / Revue canadienne d'Economique
DOI:
10.2307/135114
Date:
February, 1985
File:
PDF, 589 KB
english, 1985
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