A class of nonlinear arch models
Subtitle: properties, testing and applications
By: M. L. Higgins, Anil K. Bera
Contributors: Bera, Anil K.; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: BEBR faculty working paper -- no. 1554; BEBR faculty working paper -- no. 1554.
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1989
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 27
Notes: Includes bibliographical references (p. 26-27).