A LOCALLY MOST MEAN POWERFUL BASED SCORE TEST FOR ARCH AND GARCH REGRESSION DISTURBANCES (VOL 11, PG 17, 1993)

Authors
LEE JHH KING ML
Citation
Jhh. Lee et Ml. King, A LOCALLY MOST MEAN POWERFUL BASED SCORE TEST FOR ARCH AND GARCH REGRESSION DISTURBANCES (VOL 11, PG 17, 1993), Journal of business & economic statistics, 12(1), 1994, pp. 139-139
Citations number
1
Categorie Soggetti
Social Sciences, Mathematical Methods",Economics
Journal title
Journal of business & economic statistics → ACNP
ISSN journal
07350015
Volume
12
Issue
1
Year of publication
1994
Pages
139 - 139
Database
ISI
SICI code
0735-0015(1994)12:1<139:ALMMPB>2.0.ZU;2-L