A new test for ARCH Effects and its finite-sample performance

Journal of Business and Economic Statistics

Volumn 17, Issue 1, 1999, Pages 91-108

  Hong, Yongmlao ^a   Shehadeh, Ramsey D ^a  

^a Department of Obstetrics Gynecology   (United States)

Author keywords

Cross validation; Efficiency; Frequency domain; Monte Carlo; Spectral density; Weighting

Indexed keywords

EID: 0033479118     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1999.10524799     Document Type: Article

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