Higher-order residual analysis for AR-Arch models with the TR test

  1. Belaire-Franch, J.
  2. Contreras, D.
Revue:
Applied Economics Letters

ISSN: 1350-4851

Année de publication: 2002

Volumen: 9

Número: 11

Pages: 749-752

Type: Article

DOI: 10.1080/13504850210127263 GOOGLE SCHOLAR
La source de données: Scopus