Benchmarks and software standards : a cause study of GARCH procedures
Year of publication: |
1999
|
---|---|
Authors: | McCullough, Bruce D. ; Renfro, Charles G. |
Published in: |
Journal of economic and social measurement. - Amsterdam : IOS Press, ISSN 0747-9662, ZDB-ID 1195901-0. - Vol. 25.1999, 1, p. 59-71
|
Subject: | ARCH-Modell | ARCH model | Software |
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