A new test for ARCH effects and its finite-sample performance
Yongmiao Hong and Ramsey D. Shehadeh
| Year of publication: |
1999
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|---|---|
| Authors: | Hong, Yongmiao |
| Other Persons: | Shehadeh, Ramsey D. (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 17.1999, 1, p. 91-108
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| Subject: | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Theorie | Theory | Preisindex | Price index | Schätzung | Estimation | USA | United States | Wechselkurs | Exchange rate | Deutschland | Germany | 1952-1984 | 1983-1991 |
| 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://ebvufind01.dmz1.zbw.eu/10001253384