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Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean
Blake, Andrew P.
;
Kapetanios, George
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 472-488
Persistent link: https://www.econbiz.de/10003441933
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Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean
Blake, Andrew P.
;
Kapetanios, George
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 472-488
Persistent link: https://www.econbiz.de/10007604723
Saved in:
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