The robustness of ARCH GARCH tests to first-order autocorrelation
M. J. Sullivan and David E. A. Giles
| Year of publication: |
1993
|
|---|---|
| Authors: | Sullivan, Michael J. ; Giles, David E. A. |
| Publisher: |
Victoria, BC |
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Extent: | 22 S |
|---|---|
| Series: | Discussion paper. - Victoria, British Columbia, Canada : [Department of Economics, The University of Victoria], ZDB-ID 2930249-3. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000970178