Testing for conditional heteroscedasticity: Some Monte Carlo results
Journal of Statistical Computation and Simulation
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Main Authors: | Tse, Y.K., Zuo, X.L. |
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Other Authors: | ECONOMICS & STATISTICS |
Format: | Article |
Published: |
2011
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/19382 |
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Institution: | National University of Singapore |
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