000 | 00604nam a2200181Ia 4500 | ||
---|---|---|---|
008 | 100324s9999 xx 000 0 und d | ||
100 | _aTse, Y.K | ||
240 | _aEconometrics Journal (3 Issues per Annualy) | ||
245 | _aResidual based diagnostics for conditional heteroscedasticity models | ||
246 |
_aJ3059 _f2002 |
||
260 | _c2002 | ||
300 |
_bV. 05 _cIssue. 2 _a358-373 |
||
366 | _b2002 | ||
366 | _bDec | ||
650 | _aEconometrics | ||
653 | _aConditional heteroscedasticity;Lagrange multiplier test;Monte carlo experiment;Portmanteau statistic;Residual based diagnostic; | ||
942 | _cJA | ||
999 |
_c42917 _d42917 |