Robustness of ARCH Tests in the Presence of Serial Correlation

Param Silvapulle and J Lee
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Param Silvapulle: School of Economics, La Trobe University
J Lee: School of Economics, La Trobe University

No 1993.24, Working Papers from School of Economics, La Trobe University

Keywords: econometrics; tests (search for similar items in EconPapers)
Pages: 22 pages
Date: 1993
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Persistent link: https://EconPapers.repec.org/RePEc:trb:wpaper:1993.24

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