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Quadratic ARCH Models (Q4883973)

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scientific article; zbMATH DE number 896460
Language Label Description Also known as
English
Quadratic ARCH Models
scientific article; zbMATH DE number 896460

    Statements

    title
    Quadratic ARCH Models (English)
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    author
    Enrique Sentana
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    publication date
    13 October 1996
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    zbMATH Keywords
    time-varying conditional variances
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    Identifiers

    DOI
    10.2307/2298081
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    zbMATH DE Number
    896460
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    OpenAlex ID
    W2028598746
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