Testing for ARCH in ARCH-in-mean model
A. B. M. Rabiul Alam Beg, Mervyn J. Silvapulle and Param Silvapulle
| Year of publication: |
1997
|
|---|---|
| Authors: | Beg, Rabiul Alam |
| Other Persons: | Silvapulle, Mervyn J. (contributor) ; Silvapulle, Paramsothy (contributor) ; Beg, Rabiul Alam (contributor) |
| Publisher: |
Bundoora : LaTrobe Univ., Schools of Economics and Commerce |
| Subject: | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Theorie | Theory |
| Extent: | 18 S graph. Darst |
|---|---|
| Series: | Discussion papers. - Bundoora, VIC, Australia : School of Commerce, La Trobe University, ISSN 1323-2037, ZDB-ID 2939589-6. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 14 - 15 |
| ISBN: | 1-86446-158-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000985366