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type_genre:"Arbeitspapier"
type_genre:"Series"
~isPartOf:"Handbook of applied econometrics and statistical inference"
~person:"McAleer, Michael"
~subject:"ARCH model"
~subject:"Econometric model"
~subject:"Theory"
~type_genre:"Aufsatz im Buch"
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Handbook of applied econometrics and statistical inference
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Determining an optimal window size for modeling volatility
Yew, Xavier Chee Hoong
;
McAleer, Michael
;
Ling, Shiqing
- In:
Handbook of applied econometrics and statistical inference
,
(pp. 443-467)
.
2002
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