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• Robert F. Engle

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Paper provided by Department of Economics, UC San Diego in its series University of California at San Diego, Economics Working Paper Series with number 89-17r.

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Date of creation: Jun 1990
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Handle: RePEc:cdl:ucsdec:89-17r

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• Article
  • Engle, Robert F & Gonzalez-Rivera, Gloria, 1991. "Semiparametric ARCH Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(4), pages 345-59, October.

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This page was last updated on 2009-10-21.