Testing for ARCH in the presence of a possibly misspecified conditional mean

Robin L. Lumsdaine; Serena Ng

Year of publication:	1999
Authors:	Lumsdaine, Robin L. ; Ng, Serena
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 93.1999, 2, p. 257-279
Subject:	ARCH-Modell \| ARCH model \| Statistischer Test \| Statistical test \| Theorie \| Theory

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