The 3 linked references in paper Basma Bekdache, Christopher F. Baum (1998) “Modeling fixed income excess returns” / RePEc:boc:bocoec:409

  1. ARCH(2)-MARCH(2)-MARCH(2)-M/GED p-valp-valp-val a0-2.2530.000-5.0380.001-4.5380.590 b1.5780.0081.5820.0232.9980.003 c2.8570.00613.0960.003155.6680.000 q10.3270.0080.3810.0040.3520.122 q20.5090.0040.3850.0290.0000.999 ht0.8010.0000.866
  2. Parameter
  3. Parameter Estimates for