A test for multivariate ARCH effects
R. Scott Hacker and Abdulnasser Hatemi-J
| Year of publication: |
2005
|
|---|---|
| Authors: | Hacker, R. Scott ; Hatemi-J, Abdulnasser |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 12.2005, 7, p. 411-417
|
| Subject: | ARCH-Modell | ARCH model | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| 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/10002937921