GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY

[1] BERNDT EK, 1974, ANN ECON SOC MEAS, V3, P653

[2] Box G.E.P., 1976, TIME SERIES ANAL

[3] BREUSCH TS, 1978, ECONOMETRICA, V46, P1287

[4] AGGREGATE ECONOMIC-ACTIVITY AND THE VARIANCE OF INFLATION - ANOTHER LOOK [J]. ECONOMICS LETTERS, 1985, 17 (1-2) : 71 - 75

[5] CONDITIONAL VARIANCE AND THE RISK PREMIUM IN THE FOREIGN-EXCHANGE MARKET [J]. JOURNAL OF INTERNATIONAL ECONOMICS, 1985, 19 (1-2) : 47 - 66

[6] ESTIMATES OF THE VARIANCE OF UNITED-STATES INFLATION BASED UPON THE ARCH MODEL [J]. JOURNAL OF MONEY CREDIT AND BANKING, 1983, 15 (03) : 286 - 301

[7] AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY WITH ESTIMATES OF THE VARIANCE OF UNITED-KINGDOM INFLATION [J]. ECONOMETRICA, 1982, 50 (04) : 987 - 1007

[8] ENGLE RF, 1985, 8517 U CAL DISC PAP

[9] ENGLE RF, 1983, APPLIED TIME SERIES, P293

[10] 2 METHODS FOR EXAMINING STABILITY OF REGRESSION COEFFICIENTS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1977, 72 (357) : 54 - 63

[1] BERNDT EK, 1974, ANN ECON SOC MEAS, V3, P653

[2] Box G.E.P., 1976, TIME SERIES ANAL

[3] BREUSCH TS, 1978, ECONOMETRICA, V46, P1287

[4] AGGREGATE ECONOMIC-ACTIVITY AND THE VARIANCE OF INFLATION - ANOTHER LOOK [J]. ECONOMICS LETTERS, 1985, 17 (1-2) : 71 - 75

[5] CONDITIONAL VARIANCE AND THE RISK PREMIUM IN THE FOREIGN-EXCHANGE MARKET [J]. JOURNAL OF INTERNATIONAL ECONOMICS, 1985, 19 (1-2) : 47 - 66

[6] ESTIMATES OF THE VARIANCE OF UNITED-STATES INFLATION BASED UPON THE ARCH MODEL [J]. JOURNAL OF MONEY CREDIT AND BANKING, 1983, 15 (03) : 286 - 301

[7] AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY WITH ESTIMATES OF THE VARIANCE OF UNITED-KINGDOM INFLATION [J]. ECONOMETRICA, 1982, 50 (04) : 987 - 1007

[8] ENGLE RF, 1985, 8517 U CAL DISC PAP

[9] ENGLE RF, 1983, APPLIED TIME SERIES, P293

[10] 2 METHODS FOR EXAMINING STABILITY OF REGRESSION COEFFICIENTS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1977, 72 (357) : 54 - 63