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
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Journal Article: Prediction in dynamic models with time-dependent conditional variances (1992)
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