Quadratic Arch Models

Enrique Sentana

Working Papers from Centro de Estudios Monetarios Y Financieros-

Keywords: RISK; MODELS (search for similar items in EconPapers)
JEL-codes: C39 (search for similar items in EconPapers)
Pages: 41 pages
Date: 1995
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Citations: View citations in EconPapers (237)

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Related works:
Journal Article: Quadratic ARCH Models (1995)
Working Paper: Quadratic ARCH Models (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:cemfdt:9517

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