Robust estimates for ARCH processes

Journal of Time Series Analysis

Volumn 23, Issue 3, 2002, Pages 341-375

  Muler, Nora ^a   Yohai, Victor J ^a  

^a UNIVERSIDAD TORCUATO DI TELLA   (Argentina)

Author keywords

ARCH models; Robust estimation

Indexed keywords

EID: 0038895556     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00268     Document Type: Article

References (14)

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