A Test for the Presence of Conditional Heteroskedasticity Within Arch-M Framework
| Year of publication: |
1995
|
|---|---|
| Authors: | Bera, A.K. ; Ra, S. |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 14.1995, 4, p. 473-486
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