A Class of Nonlinear Arch Models (Q3988473)

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A Class of Nonlinear Arch Models
scientific article

    Statements

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

    DOI
    10.2307/2526988
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    zbMATH DE Number
    32588
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    OpenAlex ID
    W2016503085
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