A class of nonlinear ARCH models
Year of publication: |
1992
|
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Authors: | Higgins, Matthew Lawrence |
Other Persons: | Bera, Anil K. (contributor) |
Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 33.1992, 1, p. 137-158
|
Subject: | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | Theorie | Theory | 1973-1985 |
Extent: | Graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | ARCH = Autoregressive conditional heteroskedasticity |
Source: | ECONIS - Online Catalogue of the ZBW |
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