The robustness of ARCH GARCH tests to first-order autocorrelation
Michael J. Sullivan and David E. A. Giles
| Year of publication: |
1995
|
|---|---|
| Authors: | Sullivan, Michael J. |
| Other Persons: | Giles, David E. A. (contributor) |
| Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 11.1995, 1, p. 35-61
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| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| 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/10001196307