A Class of Nonlinear Arch Models
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Publication:3988473
DOI10.2307/2526988zbMath0744.62152OpenAlexW2016503085MaRDI QIDQ3988473
Anil K. Bera, Matthew L. Higgins
Publication date: 28 June 1992
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2526988
functional formsLagrange multiplier testautoregressive conditional heteroskedasticity modelnonlinear ARCH modelsweakly exchange rate series
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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