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A Class of Nonlinear ARCH Models
M. L. Higgins,
A. K. Bera
Economics
Finance
Agricultural and Consumer Economics
Statistics
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Dive into the research topics of 'A Class of Nonlinear ARCH Models'. Together they form a unique fingerprint.
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Mathematics
Strong Evidence
100%
Functional Form
100%
Wide Class
100%
Lagrange Multiplier Test
100%
Keyphrases
ARCH Model
100%
Exchange Rate
33%
Functional Form
33%
Lagrange multiplier Test
33%
Diagnostic Checking
33%
Engineering
Functional Form
100%
Lagrange Multiplier Method
100%
Computer Science
Lagrange Multiplier
100%
Functional Form
100%
Economics, Econometrics and Finance
ARCH Model
100%
Exchange Rate
33%