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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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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