Adaptive testing in ARCH models
Year of publication: |
2000
|
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Authors: | Linton, Oliver ; Steigerwald, Douglas G. |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 19.2000, 2, p. 145-174
|
Subject: | ARCH-Modell | ARCH model | Statistischer Test | Statistical test | Theorie | Theory | Heteroskedastizität | Heteroscedasticity |
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