Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria
| Year of publication: |
2003-02
|
|---|---|
| Authors: | Liew, Venus Khim-sen ; Chong, Terence Tai-leung |
| Institutions: | Chinese University of Hong Kong, Department of Economics |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005028778