A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances

✍ Scribed by Lee, John H. H.; King, Maxwell L.

• Book ID: 120424276
• Publisher: American Statistical Association
• Year: 1993
• Tongue: English
• Weight: 424 KB
• Volume: 11
• Category: Article
• ISSN: 0735-0015
• DOI: 10.1080/07350015.1993.10509930