Robustness of ARCH Tests in the Presence of Serial Correlation
| Year of publication: |
1993
|
|---|---|
| Authors: | Silvapulle, Param ; Lee, J. |
| Institutions: | Department of Economics and Finance, La Trobe Business School |
| Subject: | econometrics | tests |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 1993.24 22 pages |
| Source: |
Persistent link: https://www.econbiz.de/10010541505