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Finite sample properties of the ARCH class of models with stochastic volatility
Deb, Partha
- In:
Economics Letters
55
(
1997
)
1
,
pp. 27-34
Persistent link: https://www.econbiz.de/10005307276
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The distribution of a Lagrange multiplier test of normality
Deb, Partha
;
Sefton, Martin
- In:
Economics Letters
51
(
1996
)
2
,
pp. 123-130
Persistent link: https://www.econbiz.de/10005355905
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