Work

Small-Sample Properties of ARCH Estimators and Tests

Year: 1985

Type: article

Source: Canadian Journal of Economics/Revue canadienne d économique

DOI: 10.2307/135114

Authors: Robert F. Engle, David F. Hendry, David Trumble

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1995526658

FWCI: 10.23

Cites: 24

Cited by: 185

Related to: 10