- Bollerslef, T.
- Engle, R.F.
- Nelson, D.B.
- Archival Version (Subtitle)
AbstractThese data and/or computer programs are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the INVESTIGATOR(S) if further information is desired.
Table of Contents
- DS1: Dataset
The authors indicate that NSF waived the requirement that they provide the data, since the data did not belong to them. The data are available from: Professor G. William Schwert, William E. Simon Graduate School of Business Administration, University of Rochester, Rochester, New York 14627.
- 1095 (Type: ICPSR Study Number)
Is previous version of
(author unknown). ARCH models. The Handbook of Econometrics.Amsterdam: Elsevier. 1994.
Update Metadata: 2015-08-05 | Issue Number: 6 | Registration Date: 2015-06-15