Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/19382
DC Field | Value | |
---|---|---|
dc.title | Testing for conditional heteroscedasticity: Some Monte Carlo results | |
dc.contributor.author | Tse, Y.K. | |
dc.contributor.author | Zuo, X.L. | |
dc.date.accessioned | 2011-02-22T03:09:23Z | |
dc.date.available | 2011-02-22T03:09:23Z | |
dc.date.issued | 1997 | |
dc.identifier.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. | |
dc.identifier.issn | 00949655 | |
dc.identifier.uri | http://scholarbank.nus.edu.sg/handle/10635/19382 | |
dc.source | Scopus | |
dc.subject | ARCH/GARCH models | |
dc.subject | Conditional heteroscedasticity | |
dc.subject | Portmanteau test | |
dc.subject | Runs test | |
dc.type | Article | |
dc.contributor.department | ECONOMICS & STATISTICS | |
dc.description.sourcetitle | Journal of Statistical Computation and Simulation | |
dc.description.volume | 58 | |
dc.description.issue | 3 | |
dc.description.page | 237-253 | |
dc.identifier.isiut | NOT_IN_WOS | |
Appears in Collections: | Staff Publications |
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