Forecast evaluation tests in the presence of arch
By: David I. Harvey, Stephen J. Leybourne, and Paul Newbold.
Contributors: Leybourne, Stephen J.; Newbold, Paul.; Loughborough University. Department of Economics.
Series: Economics research paper / Loughborough University, Department of Economics -- no.97/22; Economics research paper (Loughborough University, Department of Economics) -- no.97/22.
Publisher: Loughborough University, Department of Economics
Published: 1997
Place of publication: Loughborough
Language: eng