An ARCH Model Without Intercept

Christian Hafner and Arie Preminger

No 2770, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2015-01-01
Note: In : Economics Letters, 129, 13-17, 2015
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Journal Article: An ARCH model without intercept (2015)
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