A test for the presence of conditional heteroskedasticity within arch-m framework (Q4860431): Difference between revisions

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+https://doi.org/10.1080/07474939508800332
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+W2034104329
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+Q56806319
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@@ Property / cites work @@
+A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELS
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+ARCH modeling in finance. A review of the theory and empirical evidence
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+Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+A note on Studentizing a test for heteroscedasticity
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+Some properties of the crossings process generated by a stationary χ<sup>2</sup> process
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