A stationary unbiased finite sample ARCH-LM test procedure
Year of publication: |
2011
|
---|---|
Authors: | Sjölander, Pär |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 43.2011, 7/9, p. 1019-1033
|
Subject: | ARCH-Modell | ARCH model | Monte-Carlo-Simulation | Monte Carlo simulation | Heteroskedastizität | Heteroscedasticity | Theorie | Theory |
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