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A re-examination of the asymmetric power ARCH model

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  • Karanasos, Menelaos
  • Kim, Jinki

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  • Karanasos, Menelaos & Kim, Jinki, 2006. "A re-examination of the asymmetric power ARCH model," Journal of Empirical Finance, Elsevier, vol. 13(1), pages 113-128, January.
    • Handle: RePEc:eee:empfin:v:13:y:2006:i:1:p:113-128
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    28. Karanasos, Menelaos, 1999. "The second moment and the autocovariance function of the squared errors of the GARCH model," Journal of Econometrics, Elsevier, vol. 90(1), pages 63-76, May.
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