Adaptive testing in ARCH models
Linton, O. & Steigerwald, D. G.
(2000).
Adaptive testing in ARCH models.
Econometric Reviews,
19(2), 145-174.
https://doi.org/10.1080/07474930008800466
| Item Type | Article |
|---|---|
| Copyright holders | © 2000 Taylor & Francis |
| Departments |
LSE > Research Centres > Financial Markets Group LSE > Research Centres > STICERD LSE > Academic Departments > Economics |
| DOI | 10.1080/07474930008800466 |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1286 |
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