A CONDITIONALLY HETEROSKEDASTIC TIME-SERIES MODEL FOR SPECULATIVE PRICES AND RATES OF RETURN

被引：1239

作者：

BOLLERSLEV, T

机构：

来源：

关键词：

D O I：

10.2307/1925546

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：542 / 547

页数：6

共 31 条

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[4]

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[5]

BOLLERSLEV T, 1987, IN PRESS J TIME SERI

[6]

BOOTHE P, 1985, 8522 U ALB DEP EC RE

[7]

Box G.E.P., 1976, TIME SERIES ANAL

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SEARLE, M .

[10] SMALL-SAMPLE PROPERTIES OF ARCH ESTIMATORS AND TESTS [J].

ENGLE, RF ;

HENDRY, DF ;

TRUMBLE, D .

CANADIAN JOURNAL OF ECONOMICS-REVUE CANADIENNE D ECONOMIQUE, 1985, 18 (01) :66-93