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https://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 | Citation: | 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 |
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