• Title of article

    Coefficient constancy test in AR-ARCH models

  • Author/Authors

    Jeongcheol Ha، نويسنده , , Sangyeol Lee، نويسنده ,

  • Issue Information
    فصلنامه با شماره پیاپی سال 2002
  • Pages
    13
  • From page
    65
  • To page
    77
  • Keywords
    RCA model , ARCH model , AR-ARCH model , Locally best invariant test , Asymptotically normal
  • Journal title
    Statistics and Probability Letters
  • Serial Year
    2002
  • Journal title
    Statistics and Probability Letters
  • Record number

    139814

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=139814