Testing for conditional heteroscedasticity: Some Monte Carlo results

Journal of Statistical Computation and Simulation

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Bibliographic Details
Main Authors:	Tse, Y.K., Zuo, X.L.
Other Authors:	ECONOMICS & STATISTICS
Format:	Article
Published:	2011
Subjects:	ARCH/GARCH models Conditional heteroscedasticity Portmanteau test Runs test
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/19382
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-19382
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spelling	sg-nus-scholar.10635-193822015-01-07T10:28:49Z Testing for conditional heteroscedasticity: Some Monte Carlo results Tse, Y.K. Zuo, X.L. ECONOMICS & STATISTICS ARCH/GARCH models Conditional heteroscedasticity Portmanteau test Runs test Journal of Statistical Computation and Simulation 58 3 237-253 2011-02-22T03:09:23Z 2011-02-22T03:09:23Z 1997 Article Tse, Y.K.,Zuo, X.L. (1997). Testing for conditional heteroscedasticity: Some Monte Carlo results. Journal of Statistical Computation and Simulation 58 (3) : 237-253. ScholarBank@NUS Repository. 00949655 http://scholarbank.nus.edu.sg/handle/10635/19382 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	ARCH/GARCH models Conditional heteroscedasticity Portmanteau test Runs test
spellingShingle	ARCH/GARCH models Conditional heteroscedasticity Portmanteau test Runs test Tse, Y.K. Zuo, X.L. Testing for conditional heteroscedasticity: Some Monte Carlo results
description	Journal of Statistical Computation and Simulation
author2	ECONOMICS & STATISTICS
author_facet	ECONOMICS & STATISTICS Tse, Y.K. Zuo, X.L.
format	Article
author	Tse, Y.K. Zuo, X.L.
author_sort	Tse, Y.K.
title	Testing for conditional heteroscedasticity: Some Monte Carlo results
title_short	Testing for conditional heteroscedasticity: Some Monte Carlo results
title_full	Testing for conditional heteroscedasticity: Some Monte Carlo results
title_fullStr	Testing for conditional heteroscedasticity: Some Monte Carlo results
title_full_unstemmed	Testing for conditional heteroscedasticity: Some Monte Carlo results
title_sort	testing for conditional heteroscedasticity: some monte carlo results
publishDate	2011
url	http://scholarbank.nus.edu.sg/handle/10635/19382
_version_	1681079614882971648

Testing for conditional heteroscedasticity: Some Monte Carlo results

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