Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean
Year of publication: |
2007
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---|---|
Authors: | Blake, Andrew P. ; Kapetanios, George |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 137.2007, 2, p. 472-488
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Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
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