Simulation-based finite-sample tests for heteroskedasticity and ARCH effects

DOI10.1016/j.jeconom.2003.10.024zbMath1328.62411OpenAlexW2096302450MaRDI QIDQ90702

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Publication date: October 2004

Published in: (Search for Journal in Brave)

Full work available at URL: https://depot.erudit.org/id/000233dd

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