Nelson, Daniel B.
Asymptotically optimal smoothing with arch models .-- Cambridge (Mass.) : National Bureau of Economic Research , 1994
.--16 p. 22 cm. .-- ( NBER technical working papers ; 161 ).
Resumen. Bibliografía
MODELOS ECONOMETRICOS
MODELO ARCH
Asymptotically optimal smoothing with arch models .-- Cambridge (Mass.) : National Bureau of Economic Research , 1994
.--16 p. 22 cm. .-- ( NBER technical working papers ; 161 ).
Resumen. Bibliografía
MODELOS ECONOMETRICOS
MODELO ARCH