Arch tests and quantile regressions

Journal of Statistical Computation and Simulation

Volumn 74, Issue 4, 2004, Pages 277-292

  Furno, Marilena ^a  

^a UNIVERSITY OF CASSINO AND SOUTHERN LAZIO   (Italy)

Author keywords

Conditional heteroskedasticity; Non normality; Quantile regression

Indexed keywords

EID: 1842853877     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/0094965031000151178     Document Type: Article

References (24)

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