Adaptive testing in ARCH models
by Oliver B. Linton; Douglas G. Steigerwald
| Year of publication: |
1995
|
|---|---|
| Authors: | Linton, Oliver ; Steigerwald, Douglas G. |
| Publisher: |
New Haven, Conn. : Cowles Found. for Research in Economics at Yale Univ. |
| Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Statistischer Test | Statistical test | Heteroskedastizität | Heteroscedasticity |
| Extent: | 43 S |
|---|---|
| Series: | Cowles Foundation discussion paper. - New Haven, Conn. : [Verlag nicht ermittelbar], ZDB-ID 252036-9. - Vol. 1105 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 36 - 38 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000585298