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

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