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Small-Sample Properties of ARCH Estimators and Tests

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Author Info
Robert F. Engle
David F. Hendry
David Trumble

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Article provided by Canadian Economics Association in its journal Canadian Journal of Economics.

Volume (Year): 18 (1985)
Issue (Month): 1 (February)
Pages: 66-93
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Handle: RePEc:cje:issued:v:18:y:1985:i:1:p:66-93

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