A stationary unbiased finite sample ARCH-LM test procedure
Pär Sjölander
| Year of publication: |
2011
|
|---|---|
| Authors: | Sjölander, Pär |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 43.2011, 7/9, p. 1019-1033
|
| Subject: | ARCH-Modell | ARCH model | Monte-Carlo-Simulation | Monte Carlo simulation | Heteroskedastizität | Heteroscedasticity | Theorie | Theory |
| 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/10009124329