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https://depot.erudit.org/id/000671dd

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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000025pp.pdf (Adobe PDF ; 1,54 MB)

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