Arch and bilinearity as competing models for nonlinear dependence
By: Anil K. Bera, Matthew L. Higgins
Contributors: Higgins, Matthew L.; University of Illinois at Urbana-Champaign. Bureau of Economic and Business Research
Series: BEBR faculty working paper -- no. 93-0116; BEBR faculty working paper -- no. 93-0116.
Publisher: University of Illinois at Urbana-Champaign
Published: 1993
Place of publication: Champaign
Language: eng
Number of pages: 28
Notes: Contains bibliographical information (p. 26-28).