Author:
Ammermann Peter A,Patterson Douglas M
Subject
Economics and Econometrics,Finance
Reference25 articles.
1. Aaron, B.D.L., 1999. Liberalizations in the Taiwan Stock Exchange. Unpublished thesis. University of Virginia.
2. A Nonlinear Time Series Workshop: A Toolkit for Detecting and Identifying Nonlinear Serial Dependence;Ashley,2000
3. A diagnostic test for nonlinear serial dependence in time series fitting errors;Ashley;Journal of Time Series Analysis,1986
4. A single-blind controlled competition among tests of nonlinearity and chaos;Barnett;Journal of Econometrics,1994
5. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986
Cited by
33 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献