Work

Estimates of the Variance of U. S. Inflation Based upon the ARCH Model: Comment

Year: 1988

Type: article

Source: Journal of money credit and banking

DOI: 10.2307/1992266

Authors: Thomas F. Cosimano, Dennis W. Jansen

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1980393290

FWCI: 2.003

Cites: 12

Cited by: 90

Related to: 10