Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean

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@article{e4729a4cb7924a4596e1b30f11740958,

title = "Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean",

author = "Robin Lumsdaine and SG Ng",

year = "1999",

doi = "10.1016/S0304-4076(99)00011-1",

language = "English",

volume = "93",

pages = "257--279",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier",

number = "2",

}