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. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 122.2004, 2, p. 317-348
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