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Engle, Robert F.
Bhandari, Jagdeep S.
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Model reliability
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Wholesale and retail prices : bivariate time-series modeling with forecastable error variances
Granger, C. W. J.
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Model reliability
,
(pp. 1-17)
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1986
Persistent link: https://www.econbiz.de/10001274970
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Estimating time varying risk premia in the term structure : the ARCH-M model
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
2
,
pp. 391-407
Persistent link: https://www.econbiz.de/10001020996
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