Érudit | Dépôt de documents: Simulation-based finite-sample tests for heteroskedasticity and ARCH effects

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Title:	Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Authors:	Dufour, Jean-Marie Khalaf, Lynda Bernard, Jean-Thomas Genest, Ian
Issue Date:	2001
Publisher:	Centre interuniversitaire de recherche en économie quantitative
URI:	https://depot.erudit.org/id/000671dd
Appears in Collections:	Documents du CIREQ

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