New frontiers for arch models

DOI10.1002/JAE.683MaRDI QIDQ130727FDO

Authors Robert F. Engle

Publication date 2002

Published in Journal of Applied Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/JAE.683

Cited in

(1)

• rumidas

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