Augmented ARCH models for financial time series: stability conditions and empirical evidence

Kunst, Robert M. (1997) Augmented ARCH models for financial time series: stability conditions and empirical evidence. Applied Financial Economics, 7 (6), pp. 575-586.

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Item Type: Article in Academic Journal
Status: Published
Date Deposited: 18 Dec 2014 15:14
Last Modified: 01 Apr 2016 14:16
URI: http://irihs.ihs.ac.at/id/eprint/2548

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