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      A test for independence based on the correlation dimension

      Author(s): , , ,
      Publication date Created:
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      Journal: Econometric Reviews
      Publisher: Informa UK Limited

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          Generalized autoregressive conditional heteroskedasticity

          Tim Bollerslev (1986)
          Article 0 comments Cited 1575 times – based on 0 reviews     Review now
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            Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

            Robert F. Engle (1982)
            Article 0 comments Cited 1438 times – based on 0 reviews     Review now
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              Expected stock returns and volatility

              Kenneth French, G.William Schwert, Robert F. Stambaugh (1987)
              Article 0 comments Cited 319 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Econometric Reviews
                Abbreviated Title: Econometric Reviews
                Publisher: Informa UK Limited
                ISSN (Print): 0747-4938
                ISSN (Electronic): 1532-4168
                Publication date Created: January 1996
                Publication date (Print): January 1996
                Volume: 15
                Issue: 3
                Pages: 197-235
                Article
                DOI: 10.1080/07474939608800353
                SO-VID: c203a343-addc-4c9b-9dc9-d651e11994d7
                Copyright © © 1996
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