Selecting the order of an ARCH model
Year of publication: |
2004
|
---|---|
Authors: | Hughes, Anthony W. ; King, Maxwell L. ; Kwek, Kian Teng |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 83.2004, 2, p. 269-275
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Selecting the order of an ARCH model
Hughes, Anthony W., (2004)
-
Selecting the order of an ARCH model
Hughes, Anthony W., (1999)
-
Selecting the order of an ARCH model
Hughes, Anthony W., (2004)
- More ...