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~institution:"Federal Reserve Bank of Philadelphia"
~person:"Chang, Chia-Lin"
~person:"Diebold, Francis X."
~person:"Griliches, Zvi"
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Testing structural stability with endogenous break point: a size comparison of analytic and bootstrap procedures
Diebold, Francis X.
;
Chen, Celia
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Federal Reserve Bank of Philadelphia
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1993
Persistent link: https://www.econbiz.de/10005512279
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Exact maximum likelihood estimation of ARCH models
Diebold, Francis X.
;
Schuermann, Til
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Federal Reserve Bank of Philadelphia
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1993
Persistent link: https://www.econbiz.de/10005387473
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