Robust estimates for arch processes
Work
Year: 2002
Type: article
Source: Journal of Time Series Analysis
Authors Nora Muler, Vı́ctor J. Yohai
Institutions Universidad Torcuato Di Tella, Consejo Nacional de Investigaciones Científicas y Técnicas, University of Buenos Aires
Cites: 13
Cited by: 48
Related to: 10
FWCI: 1.695
Citation percentile (by year/subfield): 92.12
Subfield: Finance
Domain: Social Sciences
Open Access status: closed