Testing for serial correlation in the presence of stochastic volatility

Asia-Pacific Financial Markets

Volumn 7, Issue 4, 2000, Pages 321-337

  Asai, Manabu ^a  

^a RITSUMEIKAN UNIVERSITY   (Japan)

Author keywords

Robust LM tests; Serial correlation tests; Stochastic volatility

Indexed keywords

EID: 25444514180     PISSN: 13872834     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1010093608857     Document Type: Article

References (15)

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