ITA
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A Class of Nonlinear ARCH Models

Authors

M. L. Higgins A. K. Bera

Citation

M. L. Higgins et A. K. Bera, A Class of Nonlinear ARCH Models, International economic review, 33(01), 1992, pp. 137

Journal title

International economic review → ACNP

ISSN journal

00206598

Volume

33

Issue

01

Year of publication

1992

Database

ICR

SICI code

0020-6598(1992)33:01<137:ACONAM>2.0.ZU;2-F