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On the Formulation of A General Structure for Conditional Heteroskedasticity

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Author Info
Anil K. Bera
Sangkyu Lee
Matthew L. Higgins

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Abstract

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Publisher Info
Paper provided by Department of Economics, UC San Diego in its series University of California at San Diego, Economics Working Paper Series with number 90-41.

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Date of creation: Oct 1990
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Handle: RePEc:cdl:ucsdec:90-41

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  1. Robert F. Engle & Victor K. Ng, 1991. "Measuring and Testing the Impact of News on Volatility," NBER Working Papers 3681, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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