Tests for time reversibility : a complementarity analysis
Year of publication: |
2003
|
---|---|
Authors: | Belaire-Franch, Jorge ; Contreras, Dulce |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 81.2003, 2, p. 187-195
|
Subject: | Zeitökonomie | Economy of time | ARCH-Modell | ARCH model | ARMA-Modell | ARMA model |
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