A Class of Nonlinear Arch Models (Q3988473)

From MaRDI portal
Revision as of 23:37, 4 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
A Class of Nonlinear Arch Models
scientific article

    Statements

    title
    A Class of Nonlinear Arch Models (English)
    0 references
    author
    Matthew L. Higgins
    0 references
    Anil K. Bera
    0 references
    publication date
    28 June 1992
    0 references
    zbMATH Keywords
    autoregressive conditional heteroskedasticity model
    0 references
    nonlinear ARCH models
    0 references
    functional forms
    0 references
    Lagrange multiplier test
    0 references
    weakly exchange rate series
    0 references

    Identifiers

    DOI
    10.2307/2526988
    0 references
    zbMATH DE Number
    32588
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3988473&oldid=25439834"
    Powered by MediaWiki