One-sided testing for ARCH effects using wavelets
Year of publication: |
2001
|
---|---|
Authors: | Hong, Yongmiao ; Lee, Jin |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 17.2001, 6, p. 1051-1081
|
Subject: | ARCH-Modell | ARCH model | Theorie | Theory |
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