G(commat)RCH 2.2: An Ox Package for Estimating and Forecasting Various ARCH Models
| Year of publication: |
2002
|
|---|---|
| Authors: | Laurent, Sébastien ; Peters, Jean-Philippe |
| Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0950-0804, ZDB-ID 722946x. - Vol. 16.2002, 3, p. 447
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