scientific article; zbMATH DE number 4184813

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Publication:5750229

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zbMath0718.62197MaRDI QIDQ5750229

Anil K. Bera, Matthew L. Higgins

Publication date: 1988

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

ARCH additivity Lagrange multiplier test time series models simultaneous test bilinearity nonlinearity of the error process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

Related Items (1)

ARCH modeling in finance. A review of the theory and empirical evidence

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