Testing for ARCH in the presence of a possibly misspecified conditional mean
| Year of publication: |
1999
|
|---|---|
| Authors: | Lumsdaine, Robin L. ; Ng, Serena |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 93.1999, 2, p. 257-279
|
| Publisher: |
Elsevier |