Small-Sample Properties of ARCH Estimators and Tests.
Year of publication: |
1985
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---|---|
Authors: | Engle, Robert F. ; Hendry, David F. ; Trumble, David |
Published in: |
Canadian Journal of Economics. - Canadian Economics Association - CEA. - Vol. 18.1985, 1, p. 66-93
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Publisher: |
Canadian Economics Association - CEA |
Saved in:
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