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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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Semiparametric vector MEM
Cipollini, Fabrizio; Engle, Robert F.; Gallo, Giampiero M. - In: Journal of applied econometrics 28 (2013) 7, pp. 1067-1086
Persistent link: https://www.econbiz.de/10010351085
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Common trends and common cycles
Vahid, Farshid - In: Journal of applied econometrics 8 (1993) 4, pp. 341-360
Persistent link: https://www.econbiz.de/10001149734
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New frontiers for arch models
Engle, Robert - In: Journal of applied econometrics 17 (2002) 5, pp. 425-446
Persistent link: https://www.econbiz.de/10006970949