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~isPartOf:"Journal of econometrics"
~isPartOf:"KBI"
~person:"Dufour, Jean-Marie"
~person:"Magnus, Jan R."
~subject:"ARCH-Modell"
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Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Bernard, Jean-Thomas
; …
- In:
Journal of econometrics
122
(
2004
)
2
,
pp. 317-347
Persistent link: https://www.econbiz.de/10002173151
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