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A Test for Conditional Heteroskedasticity in Time Series Models
Language: en
Pages: 42
Authors: Anil K. Bera
Categories: Time-series analysis
Type: BOOK - Published: 1990 - Publisher: London : Department of Economics, University of Western Ontario

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Research Report 9003. A Test for Conditional Heteroskedasticity in Time Series Models. /By A.K. Bera, M.L. Higgins
Language: en
Pages:
Authors: University of Western Ontario. Department of Economics
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Type: BOOK - Published: 1990 - Publisher:

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A Test for Multivariate Autoregressive Conditional Heteroskedasticity Effets in Vector Time Series Models
Language: en
Pages: 27
Authors: Groupe d'études et de recherche en analyse des décisions (Montréal, Québec)
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Type: BOOK - Published: 2002 - Publisher:

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A Test for Multivariate Autoregressive Conditional Heteroskedasticity Effects in Vector Time Series Models
Language: en
Pages: 54
Authors: Pierre Duchesne
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Type: BOOK - Published: 2002 - Publisher: Montréal : Groupe d'études et de recherche en analyse des décisions

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Time Series Models for Business and Economic Forecasting
Language: en
Pages: 313
Authors:
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Type: BOOK - Published: - Publisher: Cambridge University Press

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