Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/19382
Title: Testing for conditional heteroscedasticity: Some Monte Carlo results
Authors: Tse, Y.K. 
Zuo, X.L. 
Keywords: ARCH/GARCH models
Conditional heteroscedasticity
Portmanteau test
Runs test
Issue Date: 1997
Source: Tse, Y.K.,Zuo, X.L. (1997). Testing for conditional heteroscedasticity: Some Monte Carlo results. Journal of Statistical Computation and Simulation 58 (3) : 237-253. ScholarBank@NUS Repository.
Source Title: Journal of Statistical Computation and Simulation
URI: http://scholarbank.nus.edu.sg/handle/10635/19382
ISSN: 00949655
Appears in Collections:Staff Publications

Show full item record
Files in This Item:
There are no files associated with this item.

Page view(s)

116
checked on Jan 20, 2018

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.