An empirical analysis of alternative parametric ARCH models

Journal of Applied Econometrics

Volumn 15, Issue 2, 2000, Pages 117-136

  Loudon, Geoffrey F ^c   Watt, Wing H ^a   Yadav, Pradeep K ^b  

^a DBS Bank   (Singapore)

^b UNIVERSITY OF STRATHCLYDE   (United Kingdom)

^c NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034406045     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-1255(200003/04)15:2<117::AID-JAE550>3.0.CO;2-4     Document Type: Article

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