One-Sided Testing for ARCH Effects Using Wavelets
- 期刊名称Econometric Theory
- 作者Yongmiao Hong and Jin Lee
- 卷第17卷
- 期第6期
- 印刷ISSN0266-4666
- 电子ISSN1469-4360
- 文件大小2967.97KB
- 发表时间2001-12
- DOI10.2307/3533244
- 页码1051-1081
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