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

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Item Type:
Journal Article
Journal or Publication Title:
Journal of Applied Econometrics
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
ID Code:
43765
Deposited By:
Deposited On:
11 Jul 2011 18:04
Refereed?:
Yes
Published?:
Published
Last Modified:
22 Jul 2020 10:53