Testing for ARCH in ARCH-in-mean model
| Found in: |
Cs. Económicas |
|---|---|
| Main Author: | Beg, A B M Rabiul Alam |
| Other Authors: | Silvapulle, Paramsothy |
| Format: | Book |
| Published: |
Bundoora, Vic.
La Trobe University. Schools of Economics and Commerce
1997
|
| Series: |
Discussion paper
no A 97.24 |
| Subjects: |