Work

A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances

Year: 1993

Type: article

Source: Journal of Business and Economic Statistics

DOI: 10.2307/1391304

Authors: John H. H. Lee, Maxwell L. King

Institution: Monash University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: University of New South Wales, Victoria University

OpenAlex ID: W4231247504

FWCI: 5.765

Cites: 23

Cited by: 77

Related to: 10