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A Test for Conditional Heteroskedasticity in Time Series Models

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  • A K. Bera
  • M L. Higgins

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  • A K. Bera & M L. Higgins, 1990. "A Test for Conditional Heteroskedasticity in Time Series Models," University of Western Ontario, Departmental Research Report Series 9003, University of Western Ontario, Department of Economics.
    • Handle: RePEc:uwo:uwowop:9003
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    File URL: https://ir.lib.uwo.ca/cgi/viewcontent.cgi?article=1484&context=economicsresrpt
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    Cited by:

    1. repec:adr:anecst:y:1991:i:24:p:01 is not listed on IDEAS
    2. Tim Bollerslev & Ray Y. Chou & Narayanan Jayaraman & Kenneth F. Kroner - L, 1991. "es modéles ARCH en finance : un point sur la théorie et les résultats empiriques," Annals of Economics and Statistics, GENES, issue 24, pages 1-59.
    3. Donald W.K. Andrews, 1992. "An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables," Cowles Foundation Discussion Papers 1020, Cowles Foundation for Research in Economics, Yale University.

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