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~isPartOf:"Journal of applied econometrics"
~person:"Engle, Robert F."
~person:"McAleer, Michael"
~type:"article"
~type_genre:"Article in journal"
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Engle, Robert F.
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Journal of applied econometrics
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New frontiers for ARCH models
Engle, Robert F.
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 425-446
Persistent link: https://www.econbiz.de/10001709309
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2
Maximum likelihood estimation of STAR and STAR-GARCH models : theory and Monte Carlo evidence
Chan, Felix
;
McAleer, Michael
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 509-534
Persistent link: https://www.econbiz.de/10001709313
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