ONE-SIDED TESTING FOR ARCH EFFECTS USING WAVELETS
| Year of publication: |
2001
|
|---|---|
| Authors: | Hong, Yongmiao ; Lee, Jin |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 17.2001, 06, p. 1051-1081
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |