A test for the presence of conditional heteroskedasticity within arch-m framework
Work
Year: 1995
Type: article
Source: Econometric Reviews
Authors Anil K. Bera, Sungsup Ra
Institution Ecolab (United States)
Cites: 16
Cited by: 17
Related to: 10
FWCI: 0.515
Citation percentile (by year/subfield): 80.57
Subfield: Finance
Domain: Social Sciences
Open Access status: closed