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A test for the presence of conditional heteroskedasticity within ARCH-M framework
Bera, Anil K. - In: Econometric reviews 14 (1995) 4, pp. 473-485
Persistent link: https://www.econbiz.de/10001189078
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Joint tests of non-nested models and general error specifications
Bera, Anil K. (contributor) - In: Econometric reviews 11 (1992) 1, pp. 97-117
Persistent link: https://www.econbiz.de/10001121979
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A joint test for arch and bilinearity in the regression model
Higgins, Matthew Lawrence - In: Econometric reviews 7 (1988) 2, pp. 171-181
Persistent link: https://www.econbiz.de/10001064634
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Optimal portfolio diversification using the maximum entropy principle
Bera, Anil K.; Park, Sung Y. - In: Econometric reviews 27 (2008) 4/6, pp. 484-512
Persistent link: https://www.econbiz.de/10003761320