A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances
Lee, John H. H., King, Maxwell L.Volume:
11
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.1993.10509930
Date:
January, 1993
File:
PDF, 424 KB
english, 1993