A Lagrange multiplier test for GARCH models
Year of publication: |
1991
|
---|---|
Authors: | Lee, John H. H. |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 37.1991, 3, p. 265-271
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Beta stability and portfolio formation
Brooks, Robert, (1993)
-
The impact of inflation rate announcements on interest rate volatility : Australian evidence
Silvapulle, Paramsothy, (1993)
-
Beta stability and portfolio formation
Brooks, Robert, (1994)
- More ...