ARCH and Bilinearity as Competing Models for Nonlinear Dependence
Anil K. Bera and Matthew L. Higgins
- 期刊名称Journal of Business & Economic Statistics
- 作者Anil K. Bera and Matthew L. Higgins
- 卷第15卷
- 期第1期
- 印刷ISSN0735-0015
- 文件大小410.40KB
- 发表时间1997-04
- DOI10.2307/1392072
- 页码43-50