Testing for conditional heteroscedasticity: some monte carlo results

DOI10.1080/00949659708811833zbMath1102.62342OpenAlexW1981019085MaRDI QIDQ4345966

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Publication date: 1997

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659708811833

Mathematics Subject Classification ID

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