The robustness of ARCH GARCH tests to first-order autocorrelation
Michael J. Sullivan and David E. A. Giles
| Year of publication: |
1995
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|---|---|
| Authors: | Sullivan, Michael J. ; Giles, David E. A. |
| Published in: |
Journal of quantitative economics : journal of the Indian Econometric Society. - Mumbai, ISSN 0971-1554, ZDB-ID 12351702. - Vol. 11.1995, 1, p. 35-61
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| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009927234