A comparison of the power of some tests for conditional heteroscedasticity
Year of publication: |
1999
|
---|---|
Authors: | Peguin-Feissolle, Anne |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 63.1999, 1, p. 5-17
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Peguin-Feissolle, Anne, (2008)
-
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence
Chikhi, Mohamed, (2012)
-
A Smooth Transition Long-Memory Model
Aloy, Marcel, (2012)
- More ...