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~institution:"Department of Economics and Finance, La Trobe Business School"
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econometrics
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tests EDIRC Provider-Institution: RePEc:edi:smlatau
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Silvapulle, Param
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Working Papers / Department of Economics and Finance, La Trobe Business School
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Robustness of ARCH Tests in the Presence of Serial Correlation
Silvapulle, Param
;
Lee, J.
-
Department of Economics and Finance, La Trobe Business …
-
1993
Persistent link: https://www.econbiz.de/10008867772
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Robustness of ARCH Tests in the Presence of Serial Correlation
Silvapulle, Param
;
Lee, J.
-
Department of Economics and Finance, La Trobe Business …
-
1993
Persistent link: https://www.econbiz.de/10010541505
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