Testing for GARCH effects: a one-sided approach
Year of publication: |
1998
|
---|---|
Authors: | Demos, Antonis ; Sentana, Enrique |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 86.1998, 1, p. 97-127
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Testing for GARCH effects : a one-sided approach
Dēmos, Antōnēs A., (1998)
-
An EM algorithm for conditionally heteroscedastic factor models
Dēmos, Antōnēs A., (1998)
-
Testing for GARCH effects : a one-sided approach
Dēmos, Antōnēs A., (1996)
- More ...