ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING
Author:
Publisher
Wiley
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-6419.1993.tb00170.x/fullpdf
Reference152 articles.
1. D. W. K. Andrews, and W. Ploberger (1992 ) Optimal tests when a nuisance parameter is present only under the alternative , Cowles FoundationDiscussion Paper, No.1015 .
2. Théorie de la spéculation
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