Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean

Andrew Blake and George Kapetanios

Journal of Econometrics, 2007, vol. 137, issue 2, 472-488

Date: 2007
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Working Paper: Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:137:y:2007:i:2:p:472-488

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