A Test For Conditional Heteroskedasticity In Time Series Models
Work
Year: 1992
Type: article
Abstract: . When testing for conditional heteroskedasticity and nonlinearity, the power of the test in general depends on the functional forms of conditional heteroskedasticity and nonlinearity that are allowed... more
Source: Journal of Time Series Analysis
Authors Anil K. Bera, Matthew Higgins
Institutions Western University, University of Wisconsin–Milwaukee
Cites: 22
Cited by: 47
Related to: 10
FWCI: 3.45
Citation percentile (by year/subfield): 94.01
Subfield: Finance
Domain: Social Sciences
Open Access status: green