Selecting the order of an ARCH model

Anthony W Hughes, Maxwell Leslie King, Kian Teng Kwek

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)
Original languageEnglish
Pages (from-to)269 - 275
Number of pages7
JournalEconomics Letters
Volume83
Issue number2
DOIs
Publication statusPublished - 2004

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