PREDICTION IN DYNAMIC MODELS WITH TIME DEPENDENT CONDITIONAL VARIANCES

Richard Baillie and Tim Bollerslev

Working Papers from Michigan State - Econometrics and Economic Theory

Keywords: heteroskedasticity; tests; econometrics; economic models (search for similar items in EconPapers)
Pages: 45 pages
Date: 1990
References: Add references at CitEc
Citations: View citations in EconPapers (1)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Prediction in dynamic models with time-dependent conditional variances (1992)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fth:mistet:8815

Access Statistics for this paper

More papers in Working Papers from Michigan State - Econometrics and Economic Theory MICHIGAN STATE UNIVERSITY, DEPARTMENT OF ECONOMICS, EAST LANSING MICHIGAN 48824 U.S.A.. Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().