Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Jean-Marie Dufour ...
| Year of publication: |
2004
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|---|---|
| Authors: | Dufour, Jean-Marie ; Khalaf, Lynda ; Bernard, Jean-Thomas ; Genest, Ian |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 122.2004, 2, p. 317-347
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| Subject: | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis | ARCH-Modell | ARCH model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002173151