Adaptive testing in ARCH models
Oliver B. Linton; Douglas G. Steigerwald
| Year of publication: |
2000
|
|---|---|
| Authors: | Linton, Oliver ; Steigerwald, Douglas G. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 19.2000, 2, p. 145-174
|
| Subject: | ARCH-Modell | ARCH model | Statistischer Test | Statistical test | Theorie | Theory | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometric reviews |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001483693