An empirical analysis of alternative parametric ARCH models

Accounting and Finance

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

Standard

An empirical analysis of alternative parametric ARCH models. / Watt, W H; Yadav, P K; Louden, G F.
In: Journal of Applied Econometrics, Vol. 15, 2000, p. 117-136.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Watt, WH, Yadav, PK & Louden, GF 2000, 'An empirical analysis of alternative parametric ARCH models', Journal of Applied Econometrics, vol. 15, pp. 117-136.

APA

Watt, W. H., Yadav, P. K., & Louden, G. F. (2000). An empirical analysis of alternative parametric ARCH models. Journal of Applied Econometrics, 15, 117-136.

Vancouver

Watt WH, Yadav PK, Louden GF. An empirical analysis of alternative parametric ARCH models. Journal of Applied Econometrics. 2000;15:117-136.

Author

Watt, W H ; Yadav, P K ; Louden, G F. / An empirical analysis of alternative parametric ARCH models. In: Journal of Applied Econometrics. 2000 ; Vol. 15. pp. 117-136.

Bibtex

@article{ea23a24b82374882b71815e1a6355db0,

title = "An empirical analysis of alternative parametric ARCH models",

author = "Watt, {W H} and Yadav, {P K} and Louden, {G F}",

year = "2000",

language = "English",

volume = "15",

pages = "117--136",

journal = "Journal of Applied Econometrics",

issn = "0883-7252",

publisher = "John Wiley and Sons Ltd",

}

RIS

TY - JOUR

T1 - An empirical analysis of alternative parametric ARCH models

AU - Watt, W H

AU - Yadav, P K

AU - Louden, G F

PY - 2000

Y1 - 2000

M3 - Journal article

VL - 15

SP - 117

EP - 136

JO - Journal of Applied Econometrics

JF - Journal of Applied Econometrics

SN - 0883-7252

ER -

Research