The Lagrange Multiplier (LM) test is one of the principal tools to detect ARCH and GARCH effects in financial data analysis. However, when the underlying data are non-normal, which is often the case ...
The Journal of Economic Education, Vol. 37, No. 3 (Summer, 2006), pp. 289-304 (16 pages) Students are interested in lecture examples and class exercises involving data connected to the maiden voyage ...
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