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Estimation theory
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Journal of quantitative economics : official journal of the Indian Econometric Society
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The robustness of ARCH GARCH tests to first-order autocorrelation
Sullivan, Michael J.
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Giles, David E. A.
-
1993
Persistent link: https://www.econbiz.de/10000970178
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The robustness of ARCH GARCH tests to first-order autocorrelation
Sullivan, Michael J.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
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pp. 35-61
Persistent link: https://www.econbiz.de/10001196307
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