Chapter 49 Arch models

Handbook of Econometrics

Volumn 4, Issue , 1994, Pages 2959-3038

  Bollerslev, Tim ^a   Engle, Robert F ^b   Nelson, Daniel B ^c  

^a NORTHWESTERN UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c UNIVERSITY OF CHICAGO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 70350121603     PISSN: 15734412     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S1573-4412(05)80018-2     Document Type: Review

References (201)

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