Testing for ARCH in the presence of a possibly misspecified conditional mean
| Year of publication: |
1999
|
|---|---|
| Authors: | Lumsdaine, R.L. ; Ng, S. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 93.1999, 2, p. 257-280
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