A New Test for ARCH Effects and Its Finite-Sample Performance
| Year of publication: |
1999
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|---|---|
| Authors: | Hong, Yongmiao ; Shehadeh, Ramsey D. |
| 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 876122x. - Vol. 17.1999, 1, p. 91-108
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