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~isPartOf:"Sankhya / B : the Indian journal of statistics"
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Bera, Anil K.
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Garcia, Philip
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Higgins, Matthew L.
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Sankhya / B : the Indian journal of statistics
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
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ESTIMATION OF TIME-VARYING HEDGE RATIOS FOR CORN AND SOYBEANS: BGARCH AND RANDOM COEFFICIENT APPROACHES
Bera, Anil K.
;
Garcia, Philip
;
Roh, Jae-sun
- In:
Sankhya / B : the Indian journal of statistics
59
(
1997
)
3
,
pp. 346-368
Persistent link: https://www.econbiz.de/10006524488
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2
RANDOM COEFFICIENT FORMULATION OF CONDITIONAL HETEROSKEDASTICITY AND AUGMENTED ARCH MODELS
Bera, Anil K.
;
Higgins, Matthew L.
;
Lee, Sangkyu
- In:
Sankhya / B : the Indian journal of statistics
58
(
1996
)
2
,
pp. 199-220
Persistent link: https://www.econbiz.de/10006530050
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