Estimating EGARCH-M models: Science or art?

Quarterly Review of Economics and Finance

Volumn 38, Issue 2, 1998, Pages 167-180

  St Pierre, Eileen F ^a  

^a UNIVERSITY OF NORTHERN IOWA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032089233     PISSN: 10629769     EISSN: None     Source Type: Journal    
DOI: 10.1016/s1062-9769(99)80110-0     Document Type: Article

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