Back to all papers

Paper #95

Title:
Modelos autorregresivos para la varianza condicionada heteroscedastica (ARCH)
Authors:
Marc Sáez and Jorge V. Pérez Rodríguez
Date:
October 1994
Area of Research:
Statistics, Econometrics and Quantitative Methods
Published in:
Estudios de Economía Aplicada, 2, (1994), pp. 71-106

Download the paper in PDF format