Narrow search
Showing 1 - 10 of 16
Cover Image
A test for the presence of conditional heteroskedasticity within ARCH-M framework
Bera, Anil K.; Ra, Sungsup - 1994
Persistent link: https://www.econbiz.de/10000899057
Cover Image
Arch and bilinearity as competing models for nonlinear dependence
Bera, Anil K.; Higgins, Matthew Lawrence - 1994
Persistent link: https://www.econbiz.de/10000909583
Cover Image
Random coefficient formulation of conditional heteroskedasticity and augmented Arch models
Bera, Anil K.; Higgins, Matthew Lawrence; Lee, Sangkyu - 1995
Persistent link: https://www.econbiz.de/10000911331
Cover Image
Arch and bilinearity as competing models for nonlinear dependence
Bera, Anil K.; Higgins, Matthew Lawrence - 1993
Persistent link: https://www.econbiz.de/10000865972
Cover Image
ARCH models : properties, estimation and testing
Bera, Anil K. - In: Journal of economic surveys 7 (1993) 4, pp. 305-366
Persistent link: https://www.econbiz.de/10001153314
Cover Image
ARCH and bilinearity as competing models for nonlinear dependence
Bera, Anil K. - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 43-50
Persistent link: https://www.econbiz.de/10001214314
Cover Image
Interaction between autocorrelation and conditional heteroscedasticity : a random-coefficient approach
Bera, Anil K. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 2, pp. 133-142
Persistent link: https://www.econbiz.de/10001124475
Cover Image
ARCH effects and efficient estimation of hedge ratios for stock index futures
Bera, Anil K. - In: Advances in futures and options research : a research annual 6 (1993), pp. 313-328
Persistent link: https://www.econbiz.de/10001145832
Cover Image
A class of nonlinear ARCH models
Higgins, Matthew Lawrence - In: International economic review 33 (1992) 1, pp. 137-158
Persistent link: https://www.econbiz.de/10001119787
Cover Image
Information matrix test, parameter heterogeneity and arch : a synthesis
Bera, Anil K.; Lee, Sangkyu - 1991 - Rev.
Persistent link: https://www.econbiz.de/10000824219