A nonparametric test for autoregressive conditional heteroscedasticity : a Markov-chain approach
Allan W. Gregory
| Year of publication: |
1989
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| Authors: | Gregory, Allan W. |
| 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. 7.1989, 1, p. 107-115
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| Subject: | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | Theorie | Theory | Währungsderivat | Currency derivative | USA | United States | Kanada | Canada | 1973-1981 |
| 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://www.econbiz.de/10001090231