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      Multivariate Simultaneous Generalized ARCH

      Author(s): ,
      Publication date (Print):
      Journal: Econometric Theory
      Publisher: Cambridge University Press (CUP)

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          Generalized autoregressive conditional heteroskedasticity

          Tim Bollerslev (1986)
          Article 0 comments Cited 1552 times – based on 0 reviews     Review now
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            Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

            Robert F. Engle (1982)
            Article 0 comments Cited 1422 times – based on 0 reviews     Review now
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              ARCH modeling in finance

              Tim Bollerslev, Ray Y. Chou, Kenneth Kroner (1992)
              Article 0 comments Cited 273 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Journal ID (publisher-id): applab
                Title: Econometric Theory
                Abbreviated Title: Econ. Theory
                Publisher: Cambridge University Press (CUP)
                ISSN (Print): 0266-4666
                ISSN (Electronic): 1469-4360
                Publication date Created: February 1995
                Publication date (Print): February 2009
                Volume: 11
                Issue: 01
                Page: 122
                Article
                DOI: 10.1017/S0266466600009063
                SO-VID: 40a43d33-6325-4750-9c4c-7e61b36c0a1b
                Copyright © © 1995
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