Artificial regression testing in the GARCH-in-mean model
Riccardo Lucchetti
| Year of publication: |
2005
|
|---|---|
| Authors: | Lucchetti, Riccardo ; Rossi, Eduardo |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 8.2005, 3, p. 306-322
|
| Subject: | ARCH-Modell | ARCH model | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003209125