Testing for Arch-Garch Errors in a Mis-Specified Regression

David E. A. Giles, Judith A. Giles and Jason K. Wong

No 263695, Department of Economics Discussion Papers from University of Canterbury - New Zealand

Keywords: Research; Methods/Statistical; Methods (search for similar items in EconPapers)
Pages: 37
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Persistent link: https://EconPapers.repec.org/RePEc:ags:canzdp:263695

DOI: 10.22004/ag.econ.263695

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