"A Nonparametric Test for Autoregressive Conditional Heteroskedasticity" by Allan W. Gregory

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Department of Economics Research Reports

Title

A Nonparametric Test for Autoregressive Conditional Heteroskedasticity (ARCH): A Markov Chain Approach

Authors

Allan W. Gregory

Document Type

Working Paper

Publication Date

1987

Number

8713

Included in

Economics Commons

COinS