Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
| Year of publication: |
2004
|
|---|---|
| Authors: | Dufour, Jean-Marie ; Khalaf, Lynda ; Bernard, Jean-Thomas ; Genest, Ian |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 122.2004, 2, p. 317-347
|
| Publisher: |
Elsevier |