The effect of the GARCH (1,1) on autocorrelation tests in dynamic systems of equations
Panagiotis Mantalos and Ghazi Shukur
| Year of publication: |
2005
|
|---|---|
| Authors: | Mantalos, Panagiotis ; Shukur, Ghazi |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 37.2005, 16, p. 1907-1913
|
| Subject: | ARCH-Modell | ARCH model | Autokorrelation | Autocorrelation | Monte-Carlo-Simulation | Monte Carlo simulation |
| 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/10003142938