Modelos autorregresivos para la varianza condicionada heteroscedastica (ARCH)
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- Marc Sáez & Jorge V. Pérez Rodríguez, 1994. "Modelos autorregresivos para la varianza condicionada heteroscedastica (ARCH)," Economics Working Papers 95, Department of Economics and Business, Universitat Pompeu Fabra.
References listed on IDEAS
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More about this item
KeywordsARCH Models; Conditional and unconditional variances; time-varying factors;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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