Lancaster EPrints

An empirical analysis of alternative parametric ARCH models

Watt, W H and Yadav, P K and Louden, G F (2000) An empirical analysis of alternative parametric ARCH models. Journal of Applied Econometrics, 15. pp. 117-136. ISSN 0883-7252

Full text not available from this repository.
Item Type: Article
Journal or Publication Title: Journal of Applied Econometrics
Subjects:
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 43765
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 19:04
Refereed?: Yes
Published?: Published
Last Modified: 26 Jul 2012 18:52
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/43765

Actions (login required)

View Item