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Unobserved component time series models with Arch disturbances

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Author Info
Harvey, Andrew
Ruiz, Esther
Sentana, Enrique

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Abstract

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File URL: http://www.sciencedirect.com/science/article/B6VC0-458298B-11/2/278812766e7d50741795471d58713c69
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Publisher Info
Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 52 (1992)
Issue (Month): 1-2 ()
Pages: 129-157
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Handle: RePEc:eee:econom:v:52:y:1992:i:1-2:p:129-157

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Web page: http://www.elsevier.com/locate/jeconom

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