Semiparametric ARCH Models

Journal of Business and Economic Statistics 1991 / 10 Vol. 9; Iss. 4

Semiparametric ARCH Models

Engle, Robert F., Gonzalez-Rivera, Gloriá
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Volume:
9
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.1991.10509863
Date:
October, 1991
File:
PDF, 808 KB
english, 1991
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