Bootstrapping a linear estimator of the ARCH parameters

Arup Bose

University of Cincinnati, Economics Working Papers Series from University of Cincinnati, Department of Economics

Pages: 19 pages
Date: 2006
New Economics Papers: this item is included in nep-ecm and nep-ets
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.artsci.uc.edu/collegedepts/economics/research/docs/Wppdf/2006-01.pdf (application/pdf)

Related works:
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:cin:ucecwp:2006-03

Access Statistics for this paper

More papers in University of Cincinnati, Economics Working Papers Series from University of Cincinnati, Department of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Sourushe Zandvakili ().