Specification tests for autoregressive conditional heteroskedastic models with applications to exchange rates of Asian countries
Year of publication: |
1992
|
---|---|
Authors: | Zuo, Xiao-Lei |
Other Persons: | Bera, Anil (contributor) |
Subject: | Mathematics | Statistics | Finance |
-
Editorial statement for mathematical finance
Wong, Wing Keung, (2020)
-
Dependence Structure for Levy Processes and Its Application in Finance
chen, qiwen, (2008)
-
Editorial statement for mathematical finance
Wong, Wing Keung, (2020)
- More ...
-
Specification test for a linear regression model with arch process
Bera, Anil K., (1993)
-
Special economic zones of China
Zuo, Xiao-lei, (1996)
-
Stock volatility and impact of news : the case of four Asia-Pacific markets
Tse, Yiu Kuen, (1996)
- More ...