Tse, Y.K <br/><br/>
Residual based diagnostics for conditional heteroscedasticity models 
 J3059  2002 

 -  2002 
 - 358-373  V.  05  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Conditional heteroscedasticity;Lagrange multiplier test;Monte carlo experiment;Portmanteau statistic;Residual based diagnostic;