Author:
Li Haiqi,Kim Hyung-Gun,Park Sung Y.
Subject
Economics and Econometrics
Reference50 articles.
1. The Role of Financial Speculation in Driving the Price of Crude Oil;Alquist,2011
2. A test for conditional heteroskedasticity in time series models;Bera;J. Time Series Analyasis,1992
3. Generalized autoregressive conditional heteroskedasticity;Bollerslev;J. Econ.,1986
4. An analysis of transformations (with discussion);Box;J. R. Stat. Soc. Ser. B,1964
5. A test for independence based on the correlation dimension;Brock;Econ. Rev.,1996
Cited by
9 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