Adaptive testing in ARCH models
Linton, Oliver; and Steigerwald, Douglas G.
(2000)
Adaptive testing in ARCH models
Econometric Reviews, 19 (2).
pp. 145-174.
ISSN 0747-4938
| Item Type | Article |
|---|---|
| Departments |
Financial Markets Group STICERD Economics |
| DOI | 10.1080/07474930008800466 |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1286 |
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