Selecting the order of an ARCH model

Anthony W Hughes, Maxwell Leslie King, Kian Teng Kwek

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9 Citations (Scopus)

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@article{a3eb99cbc2104c91ab7770cf145a955a,

title = "Selecting the order of an ARCH model",

author = "Hughes, \{Anthony W\} and King, \{Maxwell Leslie\} and Kwek, \{Kian Teng\}",

year = "2004",

doi = "10.1016/j.econlet.2003.05.003",

language = "English",

volume = "83",

pages = "269 -- 275",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier",

number = "2",

}

TY - JOUR

T1 - Selecting the order of an ARCH model

AU - Hughes, Anthony W

AU - King, Maxwell Leslie

AU - Kwek, Kian Teng

PY - 2004

Y1 - 2004

UR - https://www.scopus.com/pages/publications/1542508921

U2 - 10.1016/j.econlet.2003.05.003

DO - 10.1016/j.econlet.2003.05.003

M3 - Article

SN - 0165-1765

VL - 83

SP - 269

EP - 275

JO - Economics Letters

JF - Economics Letters

IS - 2

ER -