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A stationary unbiased finite sample ARCH-LM test procedure
Sjölander, Pär - In: Applied economics 43 (2011) 7/9, pp. 1019-1033
Persistent link: https://www.econbiz.de/10009124329
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Simulation-based approaches in financial econometrics
Sjölander, Pär - 2007
Persistent link: https://www.econbiz.de/10003738168
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A new test for simultaneous estimation of unit roots and GARCH risk in the presence of stationary conditional heteroscedasticity disturbances
Sjölander, Pär - In: Applied financial economics 18 (2008) 7/9, pp. 527-558
Persistent link: https://www.econbiz.de/10003739218
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The effect of the GARCH (1,1) on autocorrelation tests in dynamic systems of equations
Mantalos, Panagiotis; Shukur, Ghazi - In: Applied economics 37 (2005) 16, pp. 1907-1913
Persistent link: https://www.econbiz.de/10003142938