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ARCH and Bilinearity as Competing Models for Nonlinear Dependence

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
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